Testing for nonlinear cointegration under heteroskedasticity

DOI10.1080/07474938.2024.2429598MaRDI QIDQ6984319zbMATH OpenFDO

Authors Christoph Hanck, Till Massing

Publication date 14 May 2025

Published in Econometric Reviews (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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