LR cointegration tests when some cointegrating relations are known (Q998890)

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scientific article; zbMATH DE number 5500667
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    LR cointegration tests when some cointegrating relations are known
    scientific article; zbMATH DE number 5500667

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      LR cointegration tests when some cointegrating relations are known (English)
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      30 January 2009
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      cointegration
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      likelihood ratio
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      unit roots
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