Polynomial cointegration among stationary processes with long memory
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-09-11 (All new papers)
- NEP-ECM-2005-09-11 (Econometrics)
- NEP-ETS-2005-09-11 (Econometric Time Series)
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