Testing for the cointegration rank when some cointegrating directions are changing
| Year of publication: |
2005
|
|---|---|
| Authors: | Andrade, Philippe ; Bruneau, Catherine ; Gregoir, Stephane |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 124.2005, 2, p. 269-310
|
| Publisher: |
Elsevier |