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Short-memory linear processes and econometric applications
This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including logarithmic trends,...
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| Lenguaje: | eng |
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Wiley
2011
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| Acceso en línea: | http://cds.cern.ch/record/2024420 |