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Estimation of Common Long-Memory Components in Cointegrated Systems

✍ Scribed by Jesus Gonzalo and Clive Granger

Book ID: 118021986
Publisher: American Statistical Association
Year: 1995
Tongue: English
Weight: 403 KB
Volume: 13
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392518

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