Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order - Result

Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order

Research output: Contribution to journal › Journal article › Research › peer-review

Giuseppe Cavaliere
Luca de Angelis
Rahbek, Anders
A.M. Robert Taylor

Original language	English
Journal	Econometric Theory
Pages (from-to)	1-34
ISSN	0266-4666
DOIs	https://doi.org/10.1017/S0266466616000335
Publication status	Published - 2016

ID: 166165276