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Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe
;
Bruneau, Catherine
;
Grégoir, Stéphane
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
Saved in:
2
Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe
;
Bruneau, Catherine
;
Gregoir, Stéphane
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10006749137
Saved in:
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