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Co-integration testing using local-to-unity detrending: the impact of structural change under the null

Steve Cook Orcid Logo

Journal of Statistical Computation and Simulation, Volume: 77, Issue: 3

Swansea University Author: Steve Cook Orcid Logo

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Published in: Journal of Statistical Computation and Simulation
ISSN: 0094-9655 1563-5163
Published: 2007
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College: Faculty of Humanities and Social Sciences
Issue: 3
End Page: 270