On the robustness of cointegration tests when series are fractionally integrated

Journal of Applied Statistics

Volumn 27, Issue 7, 2000, Pages 821-827

  Gonzalo, Jesús ^a   Lee, Tae Hwy ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347609347     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664760050120515     Document Type: Article

References (24)

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