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Type of publication: | Book / Working Paper |
Notes: | This paper is published as: Ahlgren, Niklas and Antell, Jan (2008), 'Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series', Computational Statistics and Data Analysis, 52, 4754-4767. The text is part of a series Working Papers The price is 10€ Number 519 40 pages |
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Persistent link: https://ebvufind01.dmz1.zbw.eu/10005055591