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18 - Economics and Econometrics

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Article title

A Wald test for the cointegration rank in nonstationary fractional systems

Type

D - Journal article

DOI

Title of journal

Journal of Econometrics

Article number

Volume number

151

Issue number

First page of article

178

ISSN of journal

0304-4076

Year of publication

2009

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Citation count

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract