A CUSUM test for cointegration using regression residuals

DOI10.1016/S0304-4076(01)00103-8zbMath1020.62082OpenAlexW3123548814MaRDI QIDQ1867711

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Publication date: 2 April 2003

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00103-8

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