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Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics

✍ Scribed by Nesmith, Travis D; Jones, Barry E

Book ID
121840530
Publisher
The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
Year
2008
Tongue
English
Weight
580 KB
Volume
12
Category
Article
ISSN
1081-1826

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