Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
| Year of publication: |
1997
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|---|---|
| Authors: | Entorf, Horst |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 80.1997, 2, p. 287-296
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