Tests for cointegration. A Monte Carlo comparison
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Publication:1915441
DOI10.1016/0304-4076(94)01696-8zbMath0850.62901OpenAlexW2027905563MaRDI QIDQ1915441
Publication date: 17 July 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01696-8
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