Johansen‐type cointegration tests with a Fourier function
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Publication:6134632
DOI10.1111/jtsa.12640OpenAlexW4206976258MaRDI QIDQ6134632
Junsoo Lee, Saban Nazlioglu, Unnamed Author, Yan Lu
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12640
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