Johansen‐type cointegration tests with a Fourier function (Q6134632)
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scientific article; zbMATH DE number 7730967
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English | Johansen‐type cointegration tests with a Fourier function |
scientific article; zbMATH DE number 7730967 |
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Johansen‐type cointegration tests with a Fourier function (English)
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22 August 2023
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cointegration tests
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Fourier transform
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