A residual-based test for stochastic cointegration

Econometric Theory

Volumn 22, Issue 3, 2006, Pages 429-456

  McCabe, Brendan ^a   Leybourne, Stephen ^b   Harris, David ^c  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

^b UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^c UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644996114     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S026646660606021X     Document Type: Article

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