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Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies

✍ Scribed by Hjalmarsson, Erik (author);Österholm, Pär (author)


Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
567 KB
Volume
39
Category
Article
ISSN
0377-7332

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