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

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

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

Keywords: Cointegration; Tests (search for similar items in EconPapers)
Pages: 19 pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:trb:wpaper:1995.30

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