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【题 名】:Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
【作 者】: Timothy J. Vogelsang, Martin Wagner
【期刊、会议、单位名称】:Journal of Econometrics
【年, 卷(期), 起止页码】:Volume 178, Issue 2, February 2014, Pages 741–760
【全文链接】:
http://www.sciencedirect.com/sci ... i/S0304407613002303
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