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Computation of the Beveridge–Nelson decomposition in the case of cointegrated systems with I(0) variables

✍ Scribed by Arielle Beyaert; Alfonso J. Quesada Medina


Book ID
117332056
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
74 KB
Volume
72
Category
Article
ISSN
0165-1765

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