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Semiparametric selection of seasonal cointegrating ranks using information criteria

✍ Scribed by Seong, Byeongchan

Book ID: 121501296
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 362 KB
Volume: 120
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2013.06.031

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