The power of residual-based tests for cointegration when residuals are fractionally integrated
Year of publication: |
2004
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Authors: | Krämer, Walter ; Marmol, Francesc |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 82.2004, 1, p. 63-70
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