Testing for the cointegration rank when some cointegrating directions are changing
| Year of publication: |
2005
|
|---|---|
| Authors: | Andrade, Philippe ; Bruneau, Catherine ; Gregoir, Stéphane |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 124.2005, 2, p. 269-310
|