Cointegrating rank selection in models with time-varying variance
| Year of publication: |
2012
|
|---|---|
| Authors: | Cheng, Xu ; Phillips, Peter C.B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 2, p. 155-166
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