The power of the KPSS-test for cointegration when residuals are fractionally integrated

Philipp Sibbertsen and Walter Krämer

Economics Letters, 2006, vol. 91, issue 3, 321-324

Date: 2006
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Related works:
Working Paper: The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated (2005)
Working Paper: The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated (2004)
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