TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT

Published 2009 View Full Article

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Title
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
Authors
Keywords
-
Journal
ECONOMETRIC THEORY
Volume 25, Issue 06, Pages 1829
Publisher
Cambridge University Press (CUP)
Online
2009-10-26
DOI
10.1017/s026646660999034x
References
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