A wald test for the cointegration rank in nonstationary fractional systems

Marco Avarucci () and Carlos Velasco

No 49, Research Memorandum from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)

Date: 2008-01-01
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Journal Article: A Wald test for the cointegration rank in nonstationary fractional systems (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:unm:umamet:2008049

DOI: 10.26481/umamet.2008049

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