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

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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

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AU - Lucas, A.

AU - Taylor, N.

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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

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