Expand icon Search icon File icon file Download

Inference on co-integration parameters in heteroskedastic vector autoregressions

Boswijk, H Peter and Cavaliere, Giuseppe and Rahbek, Anders and Taylor, AM Robert (2016) Inference on co-integration parameters in heteroskedastic vector autoregressions. Journal of Econometrics, 192 (1). pp. 64-85. DOI https://doi.org/10.1016/j.jeconom.2015.07.005



Abstract

Available files

Filename: JE2013324_final.pdf

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics