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A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Economics Letters, 1998James Davidson
exaly
Johansen’s Legacy to CGE Modelling: Originator and Guiding Light for 50 Years
2020Peter B Dixon, Maureen T Rimmer
exaly
Johansen's test for cointegration [PDF]
Ken Heinecke, Charles Morris
openaire

