Journal article

A residual-based test for stochastic cointegration

B McCabe, S Leybourne, D Harris

ECONOMETRIC THEORY | CAMBRIDGE UNIV PRESS | Published : 2006

DOI: 10.1017/S02664660606021X

University of Melbourne Researchers

Citation metrics

7Web of Science
5Scopus

Keywords

Econometrics
Physical Sciences
Social Sciences, Mathematical Methods
Null
Business & Economics
Unit-Root
Convergence
Stationarity
Statistics & Probability
Science & Technology
Social Sciences
Mathematics, Interdisciplinary Applications
Economic Time-Series
Mathematics
Economics
Mathematical Methods in Social Sciences