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Residual-based test for fractional cointegration

Crossref DOI link: https://doi.org/10.1016/j.econlet.2014.11.009

Published Print: 2015-01

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Wang, Bin

Wang, Man

Chan, Ngai Hang
Funding

Funding for this research was provided by:

Central Universities (14D210809)

HKSAR-RGC-GRF (400313, 400410, 14300514)

HKSAR-RGC-CRF (CityU8/CRG/12G)
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This article is maintained by: Elsevier

Article Title: Residual-based test for fractional cointegration

Journal Title: Economics Letters

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.econlet.2014.11.009

Content Type: article

Copyright: Copyright © 2014 Elsevier B.V. All rights reserved.