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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
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Bohn Nielsen, Heino
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2012
Persistent link: https://www.econbiz.de/10009546007
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10008651639
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