Simulating competing cointegration tests in a bivariate system
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DOI: 10.1080/02664769922070
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Cited by:
- Hjelm, Goran & Johansson, Martin W., 2005. "A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models," Journal of Macroeconomics, Elsevier, vol. 27(4), pages 691-703, December.
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