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Low-frequency robust cointegration testing
Ulrich K. Müller
,
Mark W. Watson
Economics
Bendheim Center for Finance
Center for Statistics & Machine Learning
Princeton School of Public and International Affairs
Research output
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Contribution to journal
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Article
›
peer-review
11
Scopus citations
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Business & Economics
Cointegration
100%
Common Stochastic Trends
54%
Inference
31%
Persistence
17%
Size Distortion
25%
Stochastic Trend
25%
Testing
48%