A wald test for the cointegration rank in nonstationary fractional systems

M. Avarucci, C. Velasco

Research output: Working paper / PreprintWorking paper

405 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages30
Publication statusPublished - 1 Jan 2008

Publication series

SeriesMETEOR Research Memorandum

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