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~institution:"Deutsche Bundesbank"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Umeå universitet"
~isPartOf:"Working paper series in economics and finance"
~language:"eng"
~person:"He, Changli"
~person:"Jacobson, Tor"
~subject:"Zeitreihenanalyse"
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Ekonomiska forskningsinstitutet <Stockholm>
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Bartlett corrections in cointegration testing
Jacobson, Tor
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Larsson, Rolf
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1996
Persistent link: https://www.econbiz.de/10000953744
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Statistical properties of the asymmetric power ARCH process
He, Changli
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Teräsvirta, Timo
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1997
Persistent link: https://www.econbiz.de/10000971492
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