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

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

Swansea University Author: Steve Cook

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Published in: Journal of Statistical Computation and Simulation
ISSN: 0094-9655 1563-5163
Published: 2007
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URI: https://cronfa.swan.ac.uk/Record/cronfa15331
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College: School of Management
Issue: 3
End Page: 270