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"Effects of a signal-to-noise ratio on finite sample inference for ..."

Takamitsu Kurita (2010)

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DOI: 10.1016/J.MATCOM.2010.03.008

access: closed

type: Journal Article

metadata version: 2020-03-04

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Takamitsu Kurita:
Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors. Math. Comput. Simul. 80(10): 2033-2039 (2010)

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