The power of the KPSS-test for cointegration when residuals are fractionally integrated
| Year of publication: |
2006
|
|---|---|
| Authors: | Sibbertsen, Philipp ; Krämer, Walter |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 91.2006, 3, p. 321-324
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