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"A new nonlinear asymmetric cointegration approach using error correction ..."
Pär Sjölander, Kristofer Månsson, Ghazi Shukur (2017)
- Pär Sjölander, Kristofer Månsson, Ghazi Shukur:
A new nonlinear asymmetric cointegration approach using error correction models. Commun. Stat. Simul. Comput. 46(2): 1661-1668 (2017)
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