A Wald test for the cointegration rank in nonstationary fractional systems
Work
Year: 2009
Type: article
Source: Journal of Econometrics
Authors Marco Avarucci, Carlos Velasco
Cites: 41
Cited by: 23
Related to: 10
FWCI: 2.141
Citation percentile (by year/subfield): 94.14
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green