Type of Publication: Article in Journal

Multiple Testing for No Cointegration under Nonstationary Volatility

Author(s):

Demetrescu, M.; Hanck, C.

Title of Journal:

Oxford Bulletin of Economics and Statistics

Volume (Publication Date):

80 (2017)

Number of Issue:

3

pages:

485-513

Digital Object Identifier (DOI):

doi:10.1111/obes.12214

Citation:

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