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Weighted symmetric tests for cointegration based on residual
Dong Wan Shin
Department of Statistics
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Dive into the research topics of 'Weighted symmetric tests for cointegration based on residual'. Together they form a unique fingerprint.
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Mathematics
Cointegration
100%
Dickey-Fuller Test
30%
Ordinary Least Squares Estimator
23%
Limiting Distribution
17%
Estimator
10%