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~isPartOf:"Cowles Foundation discussion paper"
~subject:"Kapitalmarkttheorie"
~subject:"Kointegration"
~subject:"Zeitreihenanalyse"
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Robust tests for white noise and cross-correlation
Dalla, Violetta
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Giraitis, Liudas
;
Phillips, Peter C. B.
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2019
Persistent link: https://www.econbiz.de/10012062428
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
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2009
Persistent link: https://www.econbiz.de/10003795694
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