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A residual-based LM-type test against fractional cointegration
Hassler, Uwe; Breitung, Jörg - In: Econometric theory 22 (2006) 6, pp. 1091-1111
Persistent link: https://www.econbiz.de/10003396942
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On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg - In: Econometric theory 14 (1998) 2, pp. 200-221
Persistent link: https://www.econbiz.de/10001245309