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Efficiency Gains from Quasi-Differencing under Nonstationarity
release_rev_4a23387c-25ea-453e-a1dd-38ffa66f0590
by
Peter C. B. Phillips, Chin Chin Lee
Published
in Athens Conference on Applied Probability and Time Series Analysis by Springer New York.
1996 p300-314
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Year 1996
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Year 1996
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