Journal article 1022 views
A Direct Test for Cointegration Between a Pair of Time Series
STEPHEN J LEYBOURNE,
PAUL NEWBOLD,
Dimitrios Vougas,
TAE-HWAN KIM
Journal of Time Series Analysis, Volume: 23, Issue: 2, Start page: 173
Swansea University Author: Dimitrios Vougas
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1111/1467-9892.00261
Abstract
A Direct Test for Cointegration Between a Pair of Time Series
| Published in: | Journal of Time Series Analysis |
|---|---|
| ISSN: | 0143-9782 1467-9892 |
| Published: |
2002
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa2158 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
2 |
| Start Page: |
173 |