A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency
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Publication:674069
DOI10.1016/0165-1765(94)00547-FzbMath0900.90144MaRDI QIDQ674069
Michael J. Moore, Laurence S. Copeland
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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