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Journal article 918 views

A threshold cointegration test with increased power

Steve Cook Orcid Logo

Mathematics and Computers in Simulation, Volume: 73, Issue: 6

Swansea University Author: Steve Cook Orcid Logo

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Published in: Mathematics and Computers in Simulation
ISSN: 0378-4754
Published: 2007
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URI: https://cronfa.swan.ac.uk/Record/cronfa15327
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College: Faculty of Humanities and Social Sciences
Issue: 6
End Page: 392