Semiparametric testing with highly persistent predictors
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Publication:2116343
DOI10.1016/j.jeconom.2021.03.016OpenAlexW3174276646MaRDI QIDQ2116343
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08291
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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