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A cointegration approach to estimating preference parameters

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  • Ogaki, Masao
  • Park, Joon Y.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 82 (1997)
Issue (Month): 1 ()
Pages: 107-134

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Handle: RePEc:eee:econom:v:82:y:1997:i:1:p:107-134

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Web page: http://www.elsevier.com/locate/jeconom

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References

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  25. Amano, Robert A. & Wirjanto, Tony S., 1996. "Intertemporal substitution, imports and the permanent income model," Journal of International Economics, Elsevier, vol. 40(3-4), pages 439-457, May.
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  28. Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138.
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