The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests
| Year of publication: |
1995
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|---|---|
| Authors: | Silvapulle, Param ; Padivinsky, J.M. |
| Institutions: | Department of Economics and Finance, La Trobe Business School |
| Subject: | Cointegration | Tests EDIRC Provider-Institution: RePEc:edi:smlatau |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1995.30 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10008867821