A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests

H.P. Boswijk, A. Lucas, N. Taylor

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationAdvances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics
EditorsTh.B. Fomby, R.C. Hill
Place of PublicationCambridge, UK
PublisherCambridge University Press
Publication statusPublished - 2000

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