Wikidata

(Q61699818)

English

Asymptotic Properties of Residual Based Tests for Cointegration

article published in 1990

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title
Asymptotic Properties of Residual Based Tests for Cointegration (English)
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author name string
P. C. B. Phillips
series ordinal
1
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S. Ouliaris
series ordinal
2
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publication date
January 1990
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published in
Econometrica
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volume
58
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issue
1
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page(s)
165
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Identifiers

DOI
10.2307/2938339
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JSTOR article ID
2938339
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