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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
Cover Image
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