Bartlett corrections in cointegration testing (Q1960594)

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Bartlett corrections in cointegration testing
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    title
    Bartlett corrections in cointegration testing (English)
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    author
    Tor Jacobson
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    Rolf Larsson
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    publication date
    12 January 2000
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    zbMATH DE Number
    1387484
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    zbMATH Keywords
    Bartlett correction
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    cointegration testing
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    Monte Carlo simulation
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    OpenAlex ID
    W2029227693
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