Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order |
scientific article |
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Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (English)
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14 April 2014
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cointegration tests
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bootstrapping
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information criteria
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