A test of cointegration rank based on principal component analysis
Year of publication: |
2008
|
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Authors: | Chigira, Hiroaki |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 15.2008, 7/9, p. 693-696
|
Subject: | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
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