The Asymptotic Distribution Of The Cointegration Rank Estimator Under The Akaike Information Criterion
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Volume (Year): 20 (2004)
Issue (Month): 04 (August)
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- Maxym Chaban, 2010. "Cointegration analysis with structural breaks and deterministic trends: an application to the Canadian dollar," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 3023-3037.
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