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A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Bohn Nielsen, Heino - In: Economics letters 94 (2007) 3, pp. 445-451
Persistent link: https://www.econbiz.de/10003437679
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Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: Economics letters 138 (2016), pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
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A “maximum-eigenvalue” test for the cointegration ranks in I(2) vector autoregressions
Nielsen, Heino Bohn - In: Economics letters 94 (2007) 3, pp. 445-451
Persistent link: https://www.econbiz.de/10007607203