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Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
Morten Ørregaard Nielsen, Katsumi ShimotsuVolume:
141
Year:
2007
Language:
english
Pages:
23
DOI:
10.1016/j.jeconom.2006.10.008
File:
PDF, 348 KB
english, 2007