A cointegration test of the optimal seigniorage model (Q1327979): Difference between revisions

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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4124141
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for a unit root in time series regression
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+Normal rank
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+Testing for unit roots in autoregressive-moving average models of unknown order
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