Fourier ADL cointegration test to approximate smooth breaks...

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Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market

Banerjee, Piyali, Arčabić, Vladimir, Lee, Hyejin
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Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2016.11.004
Date:
November, 2016
File:
PDF, 640 KB
english, 2016
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