The age–period–cohort conundrum as two fundamental problems
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- Cătălin Stărică & Clive Granger, 2005. "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 503-522, August.
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KeywordsAge–period–cohort models; Two fundamental problems; Constrained Generalized Linear Models; Intrinsic Estimator;
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