Cointegrating polynomial regressions with power law trends
Y Lin, H Reuvers - Journal of Time Series Analysis, 2024 - Wiley Online Library
… modified estimation and propose the simulation-based inference approach as a valid … This leads to our simulation-based inference procedure. Having taken inspiration …
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… modified estimation and propose the simulation-based inference approach as a valid … This leads to our simulation-based inference procedure. Having taken inspiration …