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James Stock
Harold Hitchings Burbank Professor of Political Economy
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James Stock
Harold Hitchings Burbank Professor of Political Economy
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Continuous Time Autoregressive Models with Common Stochastic Trends
Continuous Time Autoregressive Models with Common Stochastic Trends
Publication information:
Stock J, Harvey. Continuous Time Autoregressive Models with Common Stochastic Trends. Journal of Economic Dynamics and Control. 1988;12(2/3):365–384.
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