The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend.
| Autor: | Beare, Brendan K.1 bbeare@ucsd.edu |
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| Zdroj: | Econ Journal Watch. May2017, Vol. 14 Issue 2, p133-137. 5p. |
| Databáze: | Business Source Ultimate |
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