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Journal of econometrics
The journal of real estate finance and economics
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Estimation for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
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Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
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3
Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao
;
Huang, Jian
;
Lin, Yuanyuan
;
Shen, Guohao
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 416-431
Persistent link: https://www.econbiz.de/10013464038
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