The power of the KPSS-test for cointegration when residuals are fractionally integrated
| Year of publication: |
2006
|
|---|---|
| Authors: | Sibbertsen, Philipp ; Kramer, Walter |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 91.2006, 3, p. 321-324
|
| Publisher: |
Elsevier |