A wald test for the cointegration rank in nonstationary fractional systems

M. Avarucci, C. Velasco

Research output: Working paper / Preprint › Working paper

418 Downloads (Pure)

Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	30
DOIs	https://doi.org/10.26481/umamet.2008049
Publication status	Published - 1 Jan 2008

Series	METEOR Research Memorandum
Number	049

Access to Document

@techreport{85fe6151b81d4a2e9b6a7317e96aae15,

title = "A wald test for the cointegration rank in nonstationary fractional systems",

author = "M. Avarucci and C. Velasco",

year = "2008",

month = jan,

day = "1",

doi = "10.26481/umamet.2008049",

language = "English",

series = "METEOR Research Memorandum",

publisher = "METEOR, Maastricht University School of Business and Economics",

number = "049",

type = "WorkingPaper",

institution = "METEOR, Maastricht University School of Business and Economics",

}

TY - UNPB

T1 - A wald test for the cointegration rank in nonstationary fractional systems

AU - Avarucci, M.

AU - Velasco, C.

PY - 2008/1/1

Y1 - 2008/1/1

U2 - 10.26481/umamet.2008049

DO - 10.26481/umamet.2008049

M3 - Working paper

T3 - METEOR Research Memorandum

BT - A wald test for the cointegration rank in nonstationary fractional systems

PB - METEOR, Maastricht University School of Business and Economics

CY - Maastricht

ER -