Practical Problems with Tests of Cointegration Rank with Strong Persistence and Heavy-Tailed Errors
Crossref DOI link: https://doi.org/10.1007/978-3-319-89824-7_2
Published Online: 2018-07-18
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ahlgren, Niklas
Catani, Paul
License valid from 2018-01-01