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Journal: Econometrics, 2024
Volume: 12
Number: 39
Article:
Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity
Authors:
by
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana and Pedro Jose Piqueras Martinez
Link:
https://www.mdpi.com/2225-1146/12/4/39
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