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Statistical inference on cointegration rank in error correction models with stationary covariates

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2005Distribution approximations for cointegration tests with stationary exogenous regressors

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2019Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms17 cited

2006A Primer on the Economics and Time Series Econometrics of Wealth Effects: A Comment16 cited

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2004Testing for cointegration using partially linear models12 cited