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Local-to-Spurious Regression—Solution

Published online by Cambridge University Press:  11 February 2009

Diego Lubian
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Econometric Theory , Volume 13 , Issue 4 , February 1997 , pp. 608 - 613
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Copyright © Cambridge University Press 1997

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References

REFERENCES

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Johansen, S. (1988) Statistical analysis of cointegrating vectors. Journal of Economic Dynamics and Control 12, 231–254.Google Scholar