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Volumn 16, Issue 6, 2000, Pages 878-904

Mixed normality and ancillarity in 1(2) systems

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EID: 0034358346 PISSN: 02664666 EISSN: None Source Type: Journal
DOI: 10.1017/S0266466600166046 Document Type: Article

Times cited : (21)

References (14)

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- Trend-stationarity in the I(2) cointegration model
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