On the Robustness of Cointegration Tests when Series Are Fractionally Integrated.
| Year of publication: |
1995
|
|---|---|
| Authors: | Lee, T.H. ; Gonzalo, J. |
| Institutions: | A. Gary Anderson Graduate School of Management, University of California-Riverside |
| Subject: | COINTEGRATION | TESTS | UNIT ROOTS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 19 pages |
| Classification: | C32 - Time-Series Models ; C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005660840