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"Tests for cointegration rank and choice of the alternative."

Giuseppe Cavaliere, Luca Fanelli, Paolo Paruolo (2009)

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DOI: 10.1007/S10260-007-0084-2

access: closed

type: Journal Article

metadata version: 2022-10-02

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Giuseppe Cavaliere, Luca Fanelli, Paolo Paruolo:
Tests for cointegration rank and choice of the alternative. Stat. Methods Appl. 18(2): 169-191 (2009)

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