A residual-based LM-type test against fractional cointegration

Econometric Theory

Volumn 22, Issue 6, 2006, Pages 1091-1111

  Hassler, Uwe ^a   Breitung, Jörg ^b  

^a GOETHE UNIVERSITY   (Germany)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845876279     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S026646660606052X     Document Type: Article

References (23)

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