Cointegration tests with conditional heteroskedasticity
| Year of publication: |
1996
|
|---|---|
| Authors: | Lee, Tae-Hwy ; Tse, Yiuman |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 73.1996, 2, p. 401-410
|