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Bootstrap testing for the null of no cointegration in a threshold vector error correction model

By Myung Hwan Seo
Topics: H Social Sciences (General)
Publisher: Elsevier
Year: 2006
DOI identifier: 10.1016/j.jeconom.2005.06.018
OAI identifier: oai:eprints.lse.ac.uk:19332
Provided by: LSE Research Online
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