Nonlinear econometric models with cointegrated and deterministically trending regressors
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Publication:2772838
DOI10.1111/1368-423X.00054zbMath1007.62100OpenAlexW2099934179MaRDI QIDQ2772838
Peter C. B. Phillips, Yoosoon Chang, Joon Y. Park
Publication date: 26 March 2003
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.00054
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)
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