On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors


Issue Date:
1995-03
Publication Type:
Working or Discussion Paper
DOI and Other Identifiers:
Record Identifier:
https://ageconsearch.umn.edu/record/273326
Language:
English
Total Pages:
47
Series Statement:
Working Paper No. 922




 Record created 2018-06-06, last modified 2020-10-28

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