A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL

Title
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
Authors
Keywords
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Journal
ECONOMETRIC THEORY
Volume 26, Issue 03, Pages 647-681
Publisher
Cambridge University Press (CUP)
Online
2009-10-26
DOI
10.1017/s0266466609990053

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