A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
| Year of publication: |
2006
|
|---|---|
| Authors: | Hassler, Uwe ; Breitung, J rg |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 06, p. 1091-1111
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |