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Lag length estimation in large dimensional systems
Gonzalo, Jesús
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Pitarakis, Jean-Yves
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1999
Persistent link: https://www.econbiz.de/10001423301
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús
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1996
Persistent link: https://www.econbiz.de/10000944149
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