A residual-based test for stochastic cointegration

Brendan McCabe, Stephen Leybourne, David Harris

Research output: Contribution to journalArticleResearchpeer-review

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)429 - 456
Number of pages28
JournalEconometric Theory
Volume22
Issue number3
DOIs
Publication statusPublished - 2006
Externally publishedYes

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