A Residual-Based Lm-Type Test Against Fractional Cointegration
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 22 (2006)
Issue (Month): 06 (December)
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- Avarucci, Marco & Velasco, Carlos, 2008.
"A Wald Test for the Cointegration Rank in Nonstationary Fractional Systems,"
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- Avarucci, Marco & Velasco, Carlos, 2009. "A Wald test for the cointegration rank in nonstationary fractional systems," Journal of Econometrics, Elsevier, Elsevier, vol. 151(2), pages 178-189, August.
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