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Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors

✍ Scribed by Takamitsu Kurita

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 520 KB
Volume: 80
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2010.03.008

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