Diagnostic testing for cointegration

Journal Articles Econometrics Year : 2008

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P.M. Robinson

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Department of Economics

Social Sciences & Humanities

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P.M. Robinson. Diagnostic testing for cointegration. Econometrics, 2008, 143 (1), pp.206. ⟨10.1016/j.jeconom.2007.08.015⟩. ⟨hal-00501806⟩

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