Estimation of Common Long-Memory Components in Cointegrated Systems
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Other versions of this item:
- Gonzalo, Jesus & Granger, Clive W J, 1995. "Estimation of Common Long-Memory Components in Cointegrated Systems," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 27-35, January.
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Keywordseconomic models ; econometrics;
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