No-cointegration test based on fractional differencing: Some Monte Carlo results
Journal of Statistical Planning and Inference
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Main Authors: | Tse, Y.K., Anh, V.V., Tieng, Q. |
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Other Authors: | ECONOMICS |
Format: | Article |
Published: |
2011
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/20050 |
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Institution: | National University of Singapore |
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