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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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2
Bootstrap testing linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
;
Jacobson, Tor
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 63-72
Persistent link: https://www.econbiz.de/10001543449
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