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Short-Memory Linear Processes and Econometric A... 0470924195 Book Cover

Short-Memory Linear Processes and Econometric A...

Edition Description

This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including...

Edition Details
Format:Hardcover
Language:English
ISBN:0470924195
Format: Hardcover
Condition:
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