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Integrated modified OLS estimation and fixed- inference for cointegrating regressions - MaRDI portal

Integrated modified OLS estimation and fixed- inference for cointegrating regressions (Q156123)

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Integrated modified OLS estimation and fixed- inference for cointegrating regressions
scientific article

    Statements

    volume
    178
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    issue
    2
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    page(s)
    741-760
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    publication date
    February 2014
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    author
    Timothy J. Vogelsang
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    Martin Wagner
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    Identifiers

     
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