The Power of Residual-Based Tests for Cointegration when Residuals Are Fractionally Integrated

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98_42.pdf (199.27 KB)
tr42-98.ps (432.56 KB)

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1998

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Universitätsbibliothek Dortmund

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http://hdl.handle.net/2003/4822
 http://dx.doi.org/10.17877/DE290R-5405

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Sonderforschungsbereich (SFB) 475