Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598)

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Testing cointegration relationship in a semiparametric varying coefficient model
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    Testing cointegration relationship in a semiparametric varying coefficient model (English)
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    7 August 2014
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    varying coefficient
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    cointegration tests
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    PPP hypothesis
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    bootstrapping
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    semiparametric
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