More powerful Engle–Granger cointegration tests

More powerful Engle–Granger cointegration tests

Lee, Hyejin, Lee, Junsoo
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Volume:
85
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2014.957206
Date:
October, 2015
File:
PDF, 664 KB
english, 2015
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