Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
Year of publication: |
1997
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Authors: |
Entorf, Horst
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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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Type of publication: | Article
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Source: | |
Persistent link: https://www.econbiz.de/10006791459