Distribution-free Tests of Fractional Cointegration.

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Materias Investigacion::Economía y Empresa

Issue Date:

2008

Publisher:

Cambridge University Press

ISSN:

0266-4666

Citation:

Hualde, Javier; Velasco, Carlos. Distribution-free Tests of Fractional Cointegration. Econometric Theory, 2008, vol. 24 (1), pp. 216-255.

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