A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
| Year of publication: |
2006
|
|---|---|
| Authors: | Hassler, Uwe ; Breitung, Jörg |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 22.2006, 6, p. 1091-1111
|