authors
- DEMETRESCU, MATEI
- KUSIN, VLADIMIR
- SALISH, NAZARII
Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration
Articles
Overview
published in
- ECONOMIC MODELLING Journal
publication date
- March 2022
issue
- 105694
volume
- 108
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0264-9993
Electronic International Standard Serial Number (EISSN)
- 1873-6122
Classification
subjects
- Economics