Testing for cointegration using induced-order statistics

  1. Escribano, A.
  2. Santos, M.T.
  3. Sipols, A.E.
Journal:
Computational Statistics

ISSN: 0943-4062,  1613-9658

Year of publication: 2008

Volume: 23

Issue: 1

Pages: 131-151

Type: Article

DOI: 10.1007/S00180-007-0081-9 GOOGLE SCHOLAR
Data source: Scopus