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Cointegrating rank selection in models with time-varying variance

Cointegrating rank selection in models with time-varying variance
Cointegrating rank selection in models with time-varying variance
0304-4076
Phillips, Peter C.B
f67573a4-fc30-484c-ad74-4bbc797d7243
Cheng, X.
309e1e96-8e2f-4cea-b104-bce8b6679131
Phillips, Peter C.B
f67573a4-fc30-484c-ad74-4bbc797d7243
Cheng, X.
309e1e96-8e2f-4cea-b104-bce8b6679131

Phillips, Peter C.B and Cheng, X. (2010) Cointegrating rank selection in models with time-varying variance. Journal of Econometrics. (Submitted)

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Submitted date: 2010

Identifiers

Local EPrints ID: 157297
URI: http://eprints.soton.ac.uk/id/eprint/157297
ISSN: 0304-4076
PURE UUID: 9714e19c-83e9-4b9a-8300-97751bc33f63
ORCID for Peter C.B Phillips: ORCID iD orcid.org/0000-0003-2341-0451

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Date deposited: 04 Jun 2010 13:56
Last modified: 11 Dec 2021 04:25

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Contributors

Author: X. Cheng

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