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Revision as of 14:44, 5 June 2024

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A CUSUM test for cointegration using regression residuals
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    A CUSUM test for cointegration using regression residuals (English)
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    2 April 2003
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    bandwidth
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    CUSUM test
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    fully modified regression
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    null of cointegration
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    residual based test
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    semiparametric method
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