A new approach to robust inference in cointegration

Sainan Jin, Peter Phillips and Yixiao Sun

Economics Letters, 2006, vol. 91, issue 2, 300-306

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(05)00424-6
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A New Approach to Robust Inference in Cointegration (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:91:y:2006:i:2:p:300-306

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().