Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions

Research output: Contribution to journalJournal articleResearchpeer-review

H. Peter Boswijk, Giuseppe Cavaliere, Anders Rahbek, Robert Taylor

Original languageEnglish
JournalJournal of Econometrics
Volume192
Issue number1
Pages (from-to)64-85
ISSN0304-4076
DOIs
Publication statusPublished - 2016

Bibliographical note

JEL classification: C30; C32

ID: 142950541