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~isPartOf:"CREATES research paper"
~person:"Cavaliere, Giuseppe"
~subject:"Cointegration"
~type_genre:"Working Paper"
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Cavaliere, Giuseppe
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CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
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Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
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