Testing for cointegration : Power versus frequency of observation
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- repec:sbe:breart:v:20:y:2000:i:1:a:2775 is not listed on IDEAS
- J. Isaac Miller & Xi Wang, 2016. "Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 810-824, November.
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