A residual-based test for stochastic cointegration

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    Author
    McCabe, B; Leybourne, S; Harris, D
    Date
    2006-06-01
    Source Title
    Econometric Theory
    Publisher
    CAMBRIDGE UNIV PRESS
    University of Melbourne Author/s
    Harris, David
    Affiliation
    Economics & Commerce - Economics
    Metadata
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    Document Type
    Journal Article
    Citations
    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
    This item is currently not available from this repository
    URI
    http://hdl.handle.net/11343/27765
    DOI
    10.1017/S02664660606021X
    Description

    C1 - Refereed Journal Article
    Keywords
    Econometrics

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