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On some simple tests for cointegration: the cost of simplicity

On some simple tests for cointegration: the cost of simplicity

08/01/1993

On some simple tests for cointegration: the cost of simplicity

Series: Working Papers. 9302.

Author: Anindya Banerjee, Juan J. Dolado and Ricardo Mestre.

Quantitative methods

Economic situation
Exchange rates
European Union

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On some simple tests for cointegration: the cost of simplicity (1 MB)

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