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Maximum-Likelihood Estimation of Fractional Cointegration with an Application to U.S. and Canadian Bond Rates

✍ Scribed by Dueker, Michael; Startz, Richard

Book ID: 121736004
Publisher: MIT Press
Year: 1998
Tongue: English
Weight: 133 KB
Volume: 80
Category: Article
ISSN: 0034-6535
DOI: 10.1162/003465398557654

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