Testing misspecified cointegrating relationships (Q1274178)

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scientific article
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Testing misspecified cointegrating relationships
scientific article

    Statements

    title
    Testing misspecified cointegrating relationships (English)
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    author
    Jan M. Podivinsky
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    publication date
    12 January 1999
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    zbMATH Keywords
    cointegration
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    LR test
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    misspecification
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    Identifiers

    zbMATH DE Number
    1238244
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