Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Year of publication: |
2005
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Authors: | Elliott, Graham ; Jansson, Michael ; Pesavento, Elena |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 23.2005, January, p. 34-48
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Publisher: |
American Statistical Association |
Saved in:
Online Resource
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