Type of Publication: Article in Journal

IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance

Author(s):
Demetrescu, M.; Hanck, C.; Tarcolea, A.
Title of Journal:
Journal of Time Series Analysis
Volume (Publication Date):
35 (2014)
Number of Issue:
5
pages:
393-406
Digital Object Identifier (DOI):
doi:10.1111/jtsa.12071
Citation:
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