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Spurious regressions with stationary processes around linear trends

✍ Scribed by Tae-Hwan Kim; Young-Sook Lee; Paul Newbold

Book ID: 116420776
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 98 KB
Volume: 83
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2003.10.020

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