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Numerical distribution functions of likelihood ratio tests for cointegration

✍ Scribed by James G. MacKinnon; Alfred A. Haug; Leo Michelis

Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 170 KB
Volume: 14
Category: Article
ISSN: 0883-7252
DOI: 10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-r

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