Work

Likelihood based testing for no fractional cointegration

Year: 2010

Type: article

Source: Journal of Econometrics

Author: Katarzyna Łasak

Institution: Aarhus University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2254374883

FWCI: 5.741

Cites: 37

Cited by: 27

Related to: 20