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Spurious regression theory with nonstationary fractionally integrated processes
Mármol, Francesc
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10001241548
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
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