COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
| Year of publication: |
2010
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor, A.M. Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 26.2010, 6, p. 1719-1761
|