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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY - MaRDI portal

COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420)

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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
scientific article

    Statements

    title
    COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (English)
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    author
    Giuseppe Cavaliere
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    Anders Rahbek
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    A. M. Robert Taylor
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    publication date
    21 April 2011
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62P05
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    zbMATH DE Number
    5880930
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    OpenAlex ID
    W3123535042
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