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    • A simple test for the equality of integration orders 

      Hualde Bilbao, Javier Upna Orcid (2012)   Documento de trabajo / Lan gaiak  OpenAccess
      A necessary condition for two time series to be nontrivially cointegrated is the equality of their respective integration orders. Thus, it is standard practice to test for order homogeneity prior to testing for cointegration. ...