The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations
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Publication:2255776
DOI10.1007/S00180-011-0293-XzbMath1305.65058OpenAlexW2063299832MaRDI QIDQ2255776
Publication date: 18 February 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-011-0293-x
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