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Article
Title:
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
Authors:
Afonso Gonçalves da Silva
(
LSE
)
Peter Robinson
(
LSE
)
Journal:
Econometric Reviews
Year:
2008
Volume:
27
Pages:
268-297
JEL codes:
C32 - Time-Series Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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