Cointegrating rank selection in models with time-varying variance

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

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.org/0000-0003-2341-0451

Date deposited: 04 Jun 2010 13:56

Last modified: 11 Dec 2021 04:25

Author: Peter C.B Phillips

Author: X. Cheng

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