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Testing the rank of a sub-matrix of cointegration with a deterministic trend
Kurozumi, Eiji, (2003)
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank, (2003)
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David H., (2019)
The limiting properties of the Canova and Hansen test under local alternatives
Kurozumi, Eiji, (2002)
Testing for periodoc stationary
Testing for stationarity with a break