Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies
| Year of publication: |
2010
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|---|---|
| Authors: | Hjalmarsson, Erik ; Österholm, Pär |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 39.2010, 1, p. 51-77
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