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A residual based test for the null hypothesis of cointegration
Xiao, Zhijie - In: Economics Letters 64 (1999) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10005270164
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Note on bandwidth selection in testing for long range dependence
Xiao, Zhijie - In: Economics Letters 78 (2003) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10005270430