Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function
| Year of publication: |
2008
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|---|---|
| Authors: | Fukuda, Kosei |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 40.2008, 12, p. 1571-1582
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