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Asymptotic theory for cointegration analysis when the cointegration rank is deficient

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29 Sept 14

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Bernstein, D. and Nielsen, B. (2014), `Asymptotic theory for cointegration analysis when the cointegration rank is deficient’, Nuffield Discussion Paper 2014-W06, University of Oxford

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Asymptotic theory for cointegration analysis when the cointegration rank is deficient

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