Index models with integrated time series

Yoosoon Chang () and Joon Y. Park

Journal of Econometrics, 2003, vol. 114, issue 1, pages 73-106

Date: 2003
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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