A residual-based test for stochastic cointegration
Brendan McCabe; Stephen Leybourne; David Harris
| Year of publication: |
2006
|
|---|---|
| Authors: | McCabe, Brendan Peter Martin ; Leybourne, Stephen James ; Harris, David |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 3, p. 429-456
|
| Subject: | Kointegration | Cointegration | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003307479