Semi-nonparametric cointegration testing
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Publication:1867722
DOI10.1016/S0304-4076(01)00136-1zbMath1020.62036OpenAlexW2170022157MaRDI QIDQ1867722
Publication date: 2 April 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00136-1
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)
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Cites Work
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