The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695)
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scientific article; zbMATH DE number 1487225
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| English | The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests |
scientific article; zbMATH DE number 1487225 |
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The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (English)
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10 August 2000
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