"Long-run exclusion and the determination of cointegrating rank: Monte ..."

Takamitsu Kurita (2011)

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DOI: 10.1016/J.MATCOM.2011.01.007

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type: Journal Article

metadata version: 2020-03-04

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Takamitsu Kurita:
Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence. Math. Comput. Simul. 81(9): 1733-1740 (2011)

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