A Wald test for the cointegration rank in nonstationary fractional systems
Year of publication: |
2009
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Authors: | Avarucci, Marco ; Velasco, Carlos |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 151.2009, 2, p. 178-190
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