A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration
| Year of publication: |
1994
|
|---|---|
| Authors: | Shin, Yongcheol |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 10.1994, 1, p. 91-115
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