Analytical evaluation of the power of tests for the absence of cointegration (Q899515)

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scientific article; zbMATH DE number 6524528
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Analytical evaluation of the power of tests for the absence of cointegration
scientific article; zbMATH DE number 6524528

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    Analytical evaluation of the power of tests for the absence of cointegration (English)
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    29 December 2015
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    cointegration
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    error correction
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    local asymptotic power
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