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Test for cointegration based on two-stage least squares - MaRDI portal

Test for cointegration based on two-stage least squares (Q3592025)

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Test for cointegration based on two-stage least squares
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    Test for cointegration based on two-stage least squares (English)
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    11 September 2007
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    single-equation approach
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    residual-based test
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    two-stage least squares
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    Monte Carlo
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