Finite-Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration
| Year of publication: |
1993
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|---|---|
| Authors: | Cheung, Yin Wong ; Lai, Kon S. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 55.1993, 3, p. 313-328
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