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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
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2012
Persistent link: https://www.econbiz.de/10009621930
Saved in:
2
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
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2010
Persistent link: https://www.econbiz.de/10008663980
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3
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F.
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2010
Persistent link: https://www.econbiz.de/10008746090
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