Cointegration rank testing under conditional heteroskedasticity (Q2995420)

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scientific article; zbMATH DE number 5880930
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    Cointegration rank testing under conditional heteroskedasticity
    scientific article; zbMATH DE number 5880930

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      COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (English)
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      21 April 2011
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