On the power of cointegration tests : dimension invariance vs. common factors
Year of publication: |
1995 ; rev.
|
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Authors: | Banerjee, Anindya ; Dolado, Juan J. ; Mestre, Ricardo |
Publisher: |
Kingston, Ontario : Inst. for Economic Research, Queen's Univ. |
Subject: | Kointegration | Cointegration | Theorie | Theory |
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