Portmanteau-type tests for unit-root and cointegration

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Portmanteau-type tests for unit-root and cointegration

Zhang, Rongmao, Chan, Ngai Hang
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Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2018.08.004
Date:
September, 2018
File:
PDF, 507 KB
english, 2018
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