Journaltalk - The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend

The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend

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Author
  • Brendan K. Beare
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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Categories economic, economics

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