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"Cointegration Detection Using Dynamic Factor Models."

Kosei Fukuda (2008)

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DOI: 10.1080/03610910701723997

access: closed

type: Journal Article

metadata version: 2020-05-10

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Kosei Fukuda:
Cointegration Detection Using Dynamic Factor Models. Commun. Stat. Simul. Comput. 37(1): 143-153 (2008)

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