Journal article 1271 views
A weighted symmetric cointegration test
Journal of Statistical Computation and Simulation, Volume: 78, Issue: 6
Swansea University Author: Steve Cook
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DOI (Published version): 10.1080/00949650701216596
Abstract
A weighted symmetric cointegration test
Published in: | Journal of Statistical Computation and Simulation |
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ISSN: | 0094-9655 1563-5163 |
Published: |
2008
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa15348 |
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College: |
Faculty of Humanities and Social Sciences |
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Issue: |
6 |
End Page: |
565 |