Testing for cointegration using principal components methods
Year of publication: |
1988
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Authors: | Phillips, P. C. B. ; Ouliaris, S. |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 12.1988, 2-3, p. 205-230
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Publisher: |
Elsevier |
Saved in:
Online Resource
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