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A Direct Test for Cointegration Between a Pair of Time Series

✍ Scribed by STEPHEN J. LEYBOURNE; PAUL NEWBOLD; DIMITRIOS VOUGAS; TAE-HWAN KIM

Book ID: 108549490
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 157 KB
Volume: 23
Category: Article
ISSN: 0143-9782
DOI: 10.1111/1467-9892.00261

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