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A residual-based ADF test for stationary cointegration in I(2) settings

Author:

Gomez-Biscarri Javier,Hualde Javier

Funder

Universitat Pompeu Fabra

Barcelona GSE

Spanish Ministry of Economy and Competitiveness

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference47 articles.

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