The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
| Year of publication: |
2004
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|---|---|
| Authors: | Dubois, Emmanuel ; Lardic, Sandrine ; Mignon, Valérie |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 24.2004, 3, p. 239-256
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