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Title: A Test of Cointegration Rank Based on Principal Component Analysis
Authors: Chigira, Hiroaki
Edition: revised
Issue Date: Jan-2006
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 18 p.
Series/Report no.: Hi-Stat Discussion paper series ; No. d05-126
Description: First version issued: 2005-11
Language: eng
Text Version: publisher
Appears in Collections:Hi-Stat Discussion paper series

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