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"Bootstrap and fast double bootstrap tests of cointegration rank with ..."

Niklas Ahlgren, Jan Antell (2008)

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DOI: 10.1016/J.CSDA.2008.03.025

access: closed

type: Journal Article

metadata version: 2020-07-06

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Niklas Ahlgren, Jan Antell:
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. Comput. Stat. Data Anal. 52(10): 4754-4767 (2008)

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