Inference on the cointegration rank in fractionally integrated processes

Jörg Breitung () and Uwe Hassler

Journal of Econometrics, 2002, vol. 110, issue 2, 167-185

Date: 2002
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Working Paper: Inference on the cointegration rank in fractionally integrated processes (2002)
Working Paper: Inference on the Cointegration Rank in Fractionally Integrated Processes (2001)
Working Paper: Inference on the cointegration rank in fractionally integrated processes (2000)
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