Booststrapped johansen tests for cointegration relationships: a graphical analysis (Q2747231)

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scientific article; zbMATH DE number 1657386
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Booststrapped johansen tests for cointegration relationships: a graphical analysis
scientific article; zbMATH DE number 1657386

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    Booststrapped johansen tests for cointegration relationships: a graphical analysis (English)
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    14 October 2001
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    Cointegrating relations
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    VAR systems
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    Bootstrap
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