The estimation and testing of the cointegration order based on the frequency domain
Souza, Igor Viveiros Melo, Reisen, Valderio Anselmo, Franco, Glaura da ConceiçãoLanguage:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2016.1251442
Date:
October, 2016
File:
PDF, 204 KB
english, 2016