A Wald test for the cointegration rank in nonstationary fractional systems

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Publication:2628844

DOI10.1016/j.jeconom.2009.03.007zbMath1431.62351OpenAlexW2143427503MaRDI QIDQ2628844

Carlos Velasco, Marco Avarucci

Publication date: 18 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.03.007




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