A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models
| Year of publication: |
2005
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|---|---|
| Authors: | Hjelm, Göran ; Johansson, Martin W. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 7962459. - Vol. 27.2005, 4, p. 691-703
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