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dc.contributor.authorMcCabe, B
dc.contributor.authorLeybourne, S
dc.contributor.authorHarris, D
dc.date.available2014-05-21T20:46:04Z
dc.date.issued2006-06-01
dc.identifierhttp://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000236456300004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=d4d813f4571fa7d6246bdc0dfeca3a1c
dc.identifier.citationMcCabe, 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.
dc.identifier.issn0266-4666
dc.identifier.urihttp://hdl.handle.net/11343/27765
dc.descriptionC1 - Refereed Journal Article
dc.languageEnglish
dc.publisherCAMBRIDGE UNIV PRESS
dc.subjectEconometrics
dc.titleA residual-based test for stochastic cointegration
dc.typeJournal Article
dc.identifier.doi10.1017/S02664660606021X
melbourne.peerreviewPeer Reviewed
melbourne.affiliationThe University of Melbourne
melbourne.affiliation.departmentEconomics & Commerce - Economics
melbourne.source.titleEconometric Theory
melbourne.source.volume22
melbourne.source.issue3
melbourne.source.pages429-456
melbourne.publicationid50347
melbourne.elementsid276469
melbourne.contributor.authorHarris, David
melbourne.internal.ingestnoteAbstract bulk upload (2017-07-20)
dc.identifier.eissn1469-4360
melbourne.accessrightsThis item is currently not available from this repository


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