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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Estudios de economía aplicada : revista promovida por … 28 (2010) 3, pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Cover Image
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - In: Estudios de economía aplicada : revista promovida por … 28 (2010) 3, pp. 519-551
Persistent link: https://www.econbiz.de/10010097157