The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend
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Author |
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Volume Number | 14 |
Issue Number | 2 |
Pages | 133–137 |
File URL | The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend |
Publication year | 2017 |
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About Econ Journal Watch
Publisher | INST SPONTANEOUS ORDER ECONOMICS |
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Grouping | social sciences |
Categories | economic, economics |
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