Cointegration And Common Factors
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DOI: 10.1111/j.1467-9892.1994.tb00213.x
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- Escribano, Álvaro & Peña, Daniel, 1993. "Cointegration and common factors," DES - Working Papers. Statistics and Econometrics. WS 3680, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
References listed on IDEAS
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