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Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach

✍ Scribed by Panagiotis Mantalos; Ghazi Shukur

Book ID: 108554575
Publisher: John Wiley and Sons
Year: 1998
Tongue: English
Weight: 336 KB
Volume: 60
Category: Article
ISSN: 0140-5543
DOI: 10.1111/1468-0084.00097

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