"Intersection tests for the cointegrating rank in dependent panel data."

Antonia Arsova, Deniz Dilan Karaman Örsal (2020)

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DOI: 10.1080/03610918.2018.1489552

access: closed

type: Journal Article

metadata version: 2025-01-19

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Antonia Arsova, Deniz Dilan Karaman Örsal:
Intersection tests for the cointegrating rank in dependent panel data. Commun. Stat. Simul. Comput. 49(4): 918-941 (2020)

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