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Index models with integrated time series Author info | Abstract | Publisher info | Download info | Related research | Statistics Chang, Yoosoon
Park, Joon Y.
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 114 (2003)
Issue (Month): 1 (May)
Pages: 73-106
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Handle: RePEc:eee:econom:v:114:y:2003:i:1:p:73-106Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
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"Likelihood-Based Inference in Nonlinear Error-Correction Models ,"
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Gervais, Jean-Philippe, 2007.
"Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain ,"
MPRA Paper
7743, University Library of Munich, Germany, revised 15 Jan 2008.
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Park, Joon, 2003.
"Nonstationary Nonlinearity: An Outlook for New Opportunities ,"
Working Papers
2003-05, Rice University, Department of Economics.
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Park, Joon, 2003.
"Strong Approximations for Nonlinear Transformations of Integrated Time Series ,"
Working Papers
2003-18, Rice University, Department of Economics.
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Emmanuel Guerre & Hyungsik Roger Moon, 2005.
"A Study of a Semiparametric Binary Choice Model with Integrated Covariates ,"
IEPR Working Papers
05.37, Institute of Economic Policy Research (IEPR).
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Other versions: Joon Y. Park & Heetaik Chung, 2004.
"Nonstationary Nonlinear Heteroskedasticity in Regression ,"
Econometric Society 2004 Far Eastern Meetings
508, Econometric Society.
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Park, Joon & Chung, Heetaik, 2005.
"Nonstationary Nonlinear Heteroskedasticity in Regression ,"
Working Papers
2004-02, Rice University, Department of Economics.
[Downloadable!]
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