A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962)

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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
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    title
    A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (English)
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    author
    Zhongjun Qu
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    Pierre Perron
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    publication date
    14 May 2012
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    zbMATH DE Number
    6035264
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