A residual-based test for stochastic cointegration
Author
McCabe, B; Leybourne, S; Harris, DDate
2006-06-01Source Title
ECONOMETRIC THEORYPublisher
CAMBRIDGE UNIV PRESSUniversity of Melbourne Author/s
Harris, DavidAffiliation
Economics & Commerce - EconomicsMetadata
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Journal ArticleCitations
McCabe, B., Leybourne, S. & Harris, D. (2006). A residual-based test for stochastic cointegration. ECONOMETRIC THEORY, 22 (3), pp.429-456. https://doi.org/10.1017/S02664660606021X.Access Status
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C1 - Refereed Journal Article
Keywords
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