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source:"econis"
subject:"Regressionsanalyse"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Hanck, Christoph"
~subject:"Statistical test"
~subject:"Time series analysis"
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Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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