Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market
Banerjee, Piyali, Arčabić, Vladimir, Lee, HyejinLanguage:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2016.11.004
Date:
November, 2016
File:
PDF, 640 KB
english, 2016