Testing for cointegration using the Johansen approach: are we using the correct critical values?
| Year of publication: |
2009
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|---|---|
| Authors: | Turner, Paul |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 24.2009, 5, p. 825-832
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