Functional‐coefficient models under unit root behaviour
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Publication:5703226
DOI10.1111/j.1368-423X.2005.00160.xzbMath1073.62075OpenAlexW3124520187MaRDI QIDQ5703226
Publication date: 8 November 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00160.x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)
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