A residual-based nonparametric variance ratio no-cointegration test (Q6604032)

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scientific article; zbMATH DE number 7912370
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    A residual-based nonparametric variance ratio no-cointegration test
    scientific article; zbMATH DE number 7912370

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      A residual-based nonparametric variance ratio no-cointegration test (English)
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      12 September 2024
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      unit root
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      cointegration
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      variance ratio test
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      local asymptotic power
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