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"Testing for cointegration using induced-order statistics."

Alvaro Escribano, M. Teresa Santos-Martín, Ana E. Sipols (2008)

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DOI: 10.1007/S00180-007-0081-9

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type: Journal Article

metadata version: 2022-10-02

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Alvaro Escribano, M. Teresa Santos-Martín, Ana E. Sipols:
Testing for cointegration using induced-order statistics. Comput. Stat. 23(1): 131-151 (2008)

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