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A model of fractional cointegration, and tests for cointegration using the bootstrap

✍ Scribed by James Davidson

Book ID: 108432638
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 228 KB
Volume: 110
Category: Article
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(02)00092-1

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