Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
| Year of publication: |
2005
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|---|---|
| Authors: | Elliott, Graham ; Jansson, Michael ; Pesavento, Elena |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 23.2005, 1, p. 34-48
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