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Tags:
Theory
Formats:
data
Journals:
Journal of Applied Econometrics
Volumes:
8
Farshid Vahid
;
Robert F. Engle
Common Trends and Common Cycles (replication data)
The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the...
DOI:10.15456/jae.2022313.1129221126
TXT
data
