A weighted symmetric cointegration test (Q3518408)

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A weighted symmetric cointegration test
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    title
    A weighted symmetric cointegration test (English)
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    author
    Steven Cook
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    Dimitrios V. Vougas
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    publication date
    7 August 2008
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    zbMATH Keywords
    cointegration
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    weighted symmetric estimation
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    Monte Carlo simulation
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    test power
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    Identifiers

    zbMATH DE Number
    5308949
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