Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates
Crossref DOI link: https://doi.org/10.1080/07474938.2014.956624
Published Online: 2014-12-17
Published Print: 2015-05-22
Update policy: https://doi.org/10.1080/tandf_crossmark_01
Zhang, Dayong
Barassi, Marco R.
Tan, Jijun
Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.
Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=lecr20