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Nonstationarity-extended local Whittle estimation |
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| Authors: | Karim M. Abadir Walter Distaso Liudas Giraitis |
| Affiliation: | 1. Tanaka Business School, Imperial College London, London SW7 2AZ, UK;2. Department of Economics, Queen Mary, University of London, London E14 NS, UK |
| Abstract: | |
| Keywords: | C22 |
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