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The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests

Author

Listed:
  • Param Silvapulle

    (School of Economics, La Trobe University)

  • J.M. Padivinsky

    (School of Economics, La Trobe University)

Abstract

No abstract is available for this item.

Suggested Citation

  • Param Silvapulle & J.M. Padivinsky, 1995. "The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests," Working Papers 1995.30, School of Economics, La Trobe University.
  • Handle: RePEc:trb:wpaper:1995.30
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    Keywords

    Cointegration; Tests;

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