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Critical Values For Co integration Tests | ||
| Al-Mustansiriyah Journal of Science | ||
| Article 1, Volume 24, Issue 6, 2013, Pages 109-118 | ||
| Author | ||
| Dahir A. Reda | ||
| Abstract | ||
| An extensive providing set of cointegration critical values for the single-equation error correction model. The limiting distributions of , are free of nuisance parameters anddependent only on the known dimension number n . | ||
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