Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

Hallin, Marc; van den Akker, Ramon; Werker, Bas J. M.

doi:10.2139/ssrn.2177861

SSRN Journal

2012

DOI: 10.2139/ssrn.2177861

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Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

Marc Hallin,

Ramon van den Akker,

Bas J. M. Werker

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Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

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References 29 publications

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