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Residual-based tests for fractional cointegration: A Monte Carlo study

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Research output: Contribution to journalArticleAcademicpeer-review

34 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)615-647
Number of pages33
JournalJournal of Time Series Analysis
Volume21
Publication statusPublished - 2000
Externally publishedYes

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  • EUR ESE 33

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