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A test for fractional cointegration using the sieve bootstrap

✍ Scribed by Margherita Gerolimetto; Isabella Procidano

Publisher: Springer
Year: 2007
Tongue: English
Weight: 302 KB
Volume: 17
Category: Article
ISSN: 1613-981X
DOI: 10.1007/s10260-007-0065-5

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