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Statistical evidence on the mean reversion of real interest rates: SPSM using the Panel KSS test with a Fourier function
Chang, Chih-Kai, (2012)
Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function
Chang, Chih-kai, (2012)
Mean reversion of real interest rates : further evidence based on a unit root test with a fourier function