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A Residual-Based ADF Test for Stationary Cointegration in I(2) Settings

A Residual-Based ADF Test for Stationary Cointegration in I(2) Settings

Authors: Javier Hualde and Javier Gómez Biscarri.
Journal of Econometrics
Vol. 184 , No 2 ,280--294, December, 2015.

DOI: 10.1016/j.jeconom.2014.08.009

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