Testing for Cointegration in a System of Equations
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- Javier Gómez Biscarri & Javier Hualde, 2014. "Regression-based analysis of cointegration systems," Working Papers 780, Barcelona Graduate School of Economics.
- Javier Fernandez-Macho, 2013. "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers 657, University of Oxford, Department of Economics.
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