A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Year of publication: |
2006
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Authors: | Mccabe, Brendan ; Leybourne, Stephen ; Harris, David |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 3, p. 429-456
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