A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Year of publication: |
2003 ; [Elektronische Ressource]
|
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Other Persons: | Trenkler, Carsten (contributor) |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
Badia Fiesolana, San Domenico (Fl) |
Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Simulation | Theorie | Theory |
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