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CORE discussion paper : DP
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On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1995
Persistent link: https://www.econbiz.de/10000918204
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Comovements in large systems
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1994
Persistent link: https://www.econbiz.de/10000908536
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