Rank tests for nonlinear cointegration

Journal of Business and Economic Statistics

Volumn 19, Issue 3, 2001, Pages 331-340

  Breitung, Jörg ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Arcsine distribution; Stochastic trends; Unit roots

Indexed keywords

EID: 0035615327     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500101681019981     Document Type: Article

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