The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests

Param Silvapulle and J Padivinsky
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Param Silvapulle: Department of Economics and Finance, La Trobe University
J Padivinsky: Department of Economics and Finance, La Trobe University

No 1995.30, Working Papers from School of Economics, La Trobe University

Keywords: Cointegration; Tests EDIRC Provider-Institution: RePEc:edi:smlatau (search for similar items in EconPapers)
Pages: 19 pages
Date: 1995
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