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Article
Likelihood-Based Inference for Cointegration with Nonlinear Error-Correction
Journal of Econometrics (2009)
  • Dennis Kristensen, Columbia University
  • Anders Rahbek, University of Copenhagen
Disciplines
Publication Date
2009
Citation Information
Dennis Kristensen and Anders Rahbek. "Likelihood-Based Inference for Cointegration with Nonlinear Error-Correction" Journal of Econometrics (2009)
Available at: http://works.bepress.com/dennis_kristensen/3/