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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

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DOI (Published version): 10.1111/1467-9892.00261

Published in: Journal of Time Series Analysis
ISSN: 0143-9782 1467-9892
Published: 2002
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URI: https://cronfa.swan.ac.uk/Record/cronfa2158
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first_indexed 2013-07-23T11:50:36Z
last_indexed 2018-02-09T04:30:20Z
id cronfa2158
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spelling 2011-10-01T00:00:00.0000000 v2 2158 2011-10-01 A Direct Test for Cointegration Between a Pair of Time Series d057ef5cd8db135ddadde1d21f4ae484 Dimitrios Vougas Dimitrios Vougas true false 2011-10-01 Journal Article Journal of Time Series Analysis 23 2 173 0143-9782 1467-9892 31 12 2002 2002-12-31 10.1111/1467-9892.00261 COLLEGE NANME COLLEGE CODE Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance STEPHEN J LEYBOURNE 1 PAUL NEWBOLD 2 Dimitrios Vougas 3 TAE-HWAN KIM 4
title A Direct Test for Cointegration Between a Pair of Time Series
spellingShingle A Direct Test for Cointegration Between a Pair of Time Series
Dimitrios Vougas
title_short A Direct Test for Cointegration Between a Pair of Time Series
title_full A Direct Test for Cointegration Between a Pair of Time Series
title_fullStr A Direct Test for Cointegration Between a Pair of Time Series
title_full_unstemmed A Direct Test for Cointegration Between a Pair of Time Series
title_sort A Direct Test for Cointegration Between a Pair of Time Series
author_id_str_mv d057ef5cd8db135ddadde1d21f4ae484
author_id_fullname_str_mv d057ef5cd8db135ddadde1d21f4ae484_***_Dimitrios Vougas
author Dimitrios Vougas
author2 STEPHEN J LEYBOURNE
PAUL NEWBOLD
Dimitrios Vougas
TAE-HWAN KIM
format Journal article
container_title Journal of Time Series Analysis
container_volume 23
container_issue 2
container_start_page 173
publishDate 2002
institution Swansea University
issn 0143-9782
1467-9892
doi_str_mv 10.1111/1467-9892.00261
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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active_str 0
published_date 2002-12-31T03:05:18Z
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score 11.016235

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