Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models

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

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Date: 2015
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Working Paper: Optimal Pseudo-Gaussian and Rank-based Tests of the Cointegration Rank in Semiparametric Error-correction Models (2015)
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