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Testing of Fractional Cointegration in Macroeconomic Time Series*

Oxford Bulletin of Economics and Statistics - United Kingdom
doi 10.1111/1468-0084.t01-1-00048
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Categories
EconomicsProbabilityUncertaintyEconometricsStatisticsSocial Sciences
Date

September 1, 2003

Authors
Luis A. Gil-Alana
Publisher

Wiley


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