A more powerful modification of Johansen's cointegration tests
| Year of publication: |
2008
|
|---|---|
| Authors: | Leybourne, Steve ; Kim, Tae-Hwan ; Newbold, Paul |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 40.2008, 4-6, p. 725-730
|