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Property / full work available at URL: https://doi.org/10.1016/j.matcom.2006.08.002 / rank
 
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Latest revision as of 15:53, 25 June 2024

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A threshold cointegration test with increased power
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    A threshold cointegration test with increased power (English)
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    12 March 2007
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    cointegration
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    threshold adjustment
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    asymmetry
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    Monte Carlo simulation
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    test power
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