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Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong
;
Barassi, Marco R.
;
Tan, Jijun
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
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