Cointegrating Regressions with Time Heterogeneity (Q3578996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegrating Regressions with Time Heterogeneity |
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Cointegrating Regressions with Time Heterogeneity (English)
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5 August 2010
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cointegrating regression
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GLS correction for heteroskedasticity
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kernel estimation
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time heterogeneity
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