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Time series analysis / Regression analysis / Cointegration / Unit root / Linear regression / Vector autoregression / Least squares / Normal distribution / Instrumental variable / Statistics / Econometrics / Economics


Challenges of Trending Time Series Econometrics P.C.B. Phillipsa a Cowles Foundation, Yale University, University of Auckland and University of York. E-mail:
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Document Date: 2013-01-14 22:07:56


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