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NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS - MaRDI portal

NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

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Publication:125808

DOI10.1002/JAE.2295MaRDI QIDQ125808

James G. Mackinnon, Morten Ørregaard Nielsen

Publication date: 2 September 2012

Published in: Journal of Applied Econometrics (Search for Journal in Brave)






Related Items (1)

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