A residual based test for the null hypothesis of cointegration

Author: Xiao Z.  

Publisher: Elsevier

ISSN: 0165-1765

Source: Economics Letters, Vol.64, Iss.2, 1999-08, pp. : 133-141

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract