Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach
| Year of publication: |
2007
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|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Shimotsu, Katsumi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 141.2007, 2, p. 574-596
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