Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Journal of Econometrics |
Volume | 192 |
Issue number | 1 |
Pages (from-to) | 64-85 |
ISSN | 0304-4076 |
DOIs | |
Publication status | Published - 2016 |
Bibliographical note
JEL classification: C30; C32
- Faculty of Social Sciences - C30, C32
Research areas
ID: 142950541