Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011)

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Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
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    Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (English)
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    29 July 2008
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    threshold cointegration
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    residual-based moving block bootstrap
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    sup LM test
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    Monte Carlo simulation
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