Distributions of error correction tests for cointegration (Q4416010)

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scientific article; zbMATH DE number 1961105
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Distributions of error correction tests for cointegration
scientific article; zbMATH DE number 1961105

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    Distributions of error correction tests for cointegration (English)
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    7 August 2003
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    cointegration
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    critical value
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    error correction
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    response surface
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