The estimation and testing of the cointegration order based...

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The estimation and testing of the cointegration order based on the frequency domain

Souza, Igor Viveiros Melo, Reisen, Valderio Anselmo, Franco, Glaura da Conceição
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Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2016.1251442
Date:
October, 2016
File:
PDF, 204 KB
english, 2016
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