Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
| Year of publication: |
2010
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|---|---|
| Authors: | Boswijk, H. Peter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 107.2010, 2, p. 190-194
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