The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
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Publication:4493695
DOI10.1080/00949650008811997zbMath1122.62329OpenAlexW2056349245MaRDI QIDQ4493695
Jan M. Podivinsky, Paramsothy Silvapulle
Publication date: 10 August 2000
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650008811997
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