The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests

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Original language	English
Pages (from-to)	173 - 189
Number of pages	17
Journal	Journal of Statistical Computation and Simulation
Publication status	Published - 2000

Cite this

@article{7329842ef86649249fd80fae55b09b9b,

title = "The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests",

author = "Paramsothy Silvapulle and Podivinsky, \{Jan M\}",

year = "2000",

language = "English",

pages = "173 -- 189",

journal = "Journal of Statistical Computation and Simulation",

issn = "0094-9655",

publisher = "Taylor \& Francis",

}