The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695)

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scientific article; zbMATH DE number 1487225
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The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
scientific article; zbMATH DE number 1487225

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    The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (English)
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    10 August 2000
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