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Spurious regressions and residual-based tests for cointegration when regressors are cointegrated

In Choi ()

Journal of Econometrics, 1994, vol. 60, issue 1-2, 313-320

Date: 1994
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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