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

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

Research output: Working paper / Preprint › Working paper › Professional

42 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Faculteit der Economische Wetenschappen en Bedrijfskunde
Number of pages	25
Publication status	Published - 1998

Name	VU Research Memorandum
No.	RM 1998-62

Access to Document

@techreport{43af5aed5e15497294f81f4c98e4ee7a,

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

author = "H.P. Boswijk and A. Lucas and N. Taylor",

year = "1998",

language = "English",

series = "VU Research Memorandum",

publisher = "Faculteit der Economische Wetenschappen en Bedrijfskunde",

number = "RM 1998-62",

type = "WorkingPaper",

institution = "Faculteit der Economische Wetenschappen en Bedrijfskunde",

}

TY - UNPB

T1 - A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests

AU - Boswijk, H.P.

AU - Lucas, A.

AU - Taylor, N.

PY - 1998

Y1 - 1998

M3 - Working paper

T3 - VU Research Memorandum

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

PB - Faculteit der Economische Wetenschappen en Bedrijfskunde

CY - Amsterdam

ER -