A comparison of semiparametric tests for fractional cointegration
Crossref DOI link: https://doi.org/10.1007/s00362-020-01169-1
Published Online: 2020-03-24
Published Print: 2021-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Leschinski, Christian
Voges, Michelle
Sibbertsen, Philipp
Funding for this research was provided by:
Gottfried Wilhelm Leibniz Universität Hannover
Text and Data Mining valid from 2020-03-24
Version of Record valid from 2020-03-24
Article History
Received: 28 January 2019
Revised: 11 February 2020
First Online: 24 March 2020