A Direct Test for Cointegration Between a Pair of Time Series (Q4677002)
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scientific article; zbMATH DE number 2169578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Direct Test for Cointegration Between a Pair of Time Series |
scientific article; zbMATH DE number 2169578 |
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A Direct Test for Cointegration Between a Pair of Time Series (English)
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20 May 2005
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cointegration tests
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pairs of time series
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Johansen test
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