Browsing Τμήμα Μηχανικών Μηχανολογίας και Κατασκευαστικής / Department of Mechanical and Manufacturing Engineering by Subject "Economics"
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Conference Object
Cointegration and nonstationarity in the context of multiresolution analysis
(Institute of Physics Publishing, 2011)Cointegration has established itself as a powerful means of projecting out long-term trends from time-series data in the context of econometrics. Recent work by the current authors has further established that cointegration ...