A wald test for the cointegration rank in nonstationary fractional systems

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Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	30
DOIs	https://doi.org/10.26481/umamet.2008049
Publication status	Published - 1 Jan 2008

Series	METEOR Research Memorandum
Number	049

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