Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Davidson, James |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 133.2006, 2, p. 741-777
|
| Publisher: |
Elsevier |