Cointegration tests with conditional heteroskedasticity

Journal of Econometrics

Volumn 73, Issue 2, 1996, Pages 401-410

  Lee, Tae Hwy ^a   Tse, Yiuman ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF MEMPHIS   (United States)

Author keywords

Cointegration test; GARCH

Indexed keywords

EID: 0001226337     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(95)01745-3     Document Type: Article

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