Semi-nonparametric cointegration testing

P. Boswijk, A. Lucas

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherFEWEB
Number of pages23
Publication statusPublished - 1997

Publication series

NameResearch Memorandum VU Amsterdam
No.1997-41

Cite this

Boswijk, P., & Lucas, A. (1997). Semi-nonparametric cointegration testing. (Research Memorandum VU Amsterdam; No. 1997-41). Amsterdam: FEWEB.