The Effects of Ignoring Level Shifts on Systems Cointegration Tests
| Year of publication: |
2005
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| Authors: | Trenkler, Carsten |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442x. - Vol. 89.2005, 3, p. 279-300
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