Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

Marc Hallin, R. van den Akker and B.J.M. Werker
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R. van den Akker: Tilburg University, School of Economics and Management
B.J.M. Werker: Tilburg University, School of Economics and Management

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Date: 2012
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Working Paper: Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models (2012)
Working Paper: Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models (2012)
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