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Stationary and asymptotics of multivariate ARCH time series with an application to robustness of cointegration analysis

E. Hansen and A. Rahbek
Year of publication:
1998
Authors: Hansen, Ernst ; Rahbek, Anders
Publisher: Aarhus
Subject: Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory
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