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Determination of cointegrating rank in fractional systems

Robinson, Peter and Yajima, Y (2002) Determination of cointegrating rank in fractional systems. Journal of Econometrics, 106 (2). pp. 217-241. ISSN 0304-4076

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Item Type: Article
Sets: Collections > Economists Online
Date Deposited: 27 Apr 2007
Last Modified: 01 Oct 2010 08:45
URI: http://eprints.lse.ac.uk/id/eprint/1370

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