A residual-based test for stochastic cointegration

Brendan McCabe, Stephen Leybourne, David Harris

Research output: Contribution to journal › Article › Research › peer-review

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@article{676a45ff80594c049ae7dbfa02e085df,

title = "A residual-based test for stochastic cointegration",

author = "Brendan McCabe and Stephen Leybourne and David Harris",

year = "2006",

doi = "10.1017/S026646660606021X",

language = "English",

volume = "22",

pages = "429 -- 456",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "3",

}