Changes in persistence, spurious regressions and the Fisher hypothesis
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Publication:2691704
DOI10.1515/snde-2015-0062OpenAlexW3023426521MaRDI QIDQ2691704
Daniel Ventosa-Santaulària, Antonio E. Noriega, Robinson Kruse
Publication date: 30 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2015-0062
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Economic growth models (91B62)
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