A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests

H.P. Boswijk, A. Lucas, N. Taylor

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages25
Publication statusPublished - 1998

Publication series

NameVU Research Memorandum
No.RM 1998-62

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