Browsing FGV EPGE - Seminários de Pesquisa Econômica by Title "Co-movement between two processes with local persistence"

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    • Co-movement between two processes with local persistence 

      Lima, Luiz Renato Regis de Oliveira
      2001
      This paper introduces a residual based test where the null hypothesis of c:&InOvement between two processes with local persistenc~ can be tested, even under the presence of an endogenous regressor. It, therefore, fills in ...