A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
Palm, Franz C., Smeekes, Stephan, Urbain, Jean-PierreVolume:
26
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466609990053
Date:
June, 2010
File:
PDF, 203 KB
english, 2010