Trend stationarity in the I(2) cointegration model

Anders Rahbek, Hans Christian Kongsted and Clara Jorgensen

Journal of Econometrics, 1999, vol. 90, issue 2, 265-289

Date: 1999
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Working Paper: Trend-Stationarity in the I(2) Cointegration Model (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:90:y:1999:i:2:p:265-289

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