经济学
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Unit Roots and Cointegration: A Panel Discussion With David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen
作者Neil R. Ericsson; Andrew B. Martinez
作者单位1. Department of Economics George Washington University Washington DC USA; 2. Department of Economics American University Washington DC USA
Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century
作者Álvaro Escribano; Juan‐Andrés Rodríguez; Miguel A. Arranz
作者单位1. Department of Economics Universidad Carlos III de Madrid Madrid Spain; 2. OMIE (Iberian Electricity Market Operator) Madrid Spain
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
作者Daniel Abreu; Paulo M. M. Rodrigues
作者单位1. Financial Conduct Authority London UK; 2. Banco de Portugal and Nova School of Business and Economics, Universidade NOVA de Lisboa Carcavelos Portugal
Cointegration in a MIDAS Regression
作者H. Peter Boswijk; Philip Hans Franses
作者单位1. Amsterdam School of Economics University of Amsterdam Amsterdam the Netherlands; 2. Tinbergen Institute the Netherlands; 3. Erasmus School of Economics, Erasmus School of Law Erasmus University Rotterdam Rotterdam the Netherlands
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