Optimal Residual-Based Tests for Fractional Cointegration...

Journal of Business and Economic Statistics 2004 / 07 Vol. 22; Iss. 3

Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics

Nielsen, Morten Ørregaard
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Volume:
22
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500104000000181
Date:
July, 2004
File:
PDF, 406 KB
english, 2004
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