Silvapulle, P.S. and Podivinsky, J.M. (2000) The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration and restriction tests. Journal of Statistical Computation and Simulation, 65 (2), 173-189.
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Published date: 2000
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Local EPrints ID: 32896
URI: http://eprints.soton.ac.uk/id/eprint/32896
ISSN: 0094-9655
PURE UUID: 7e5d0f39-c44c-4c90-a288-7256d81a08b4
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Date deposited: 18 Jul 2006
Last modified: 09 Jan 2022 02:33
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P.S. Silvapulle
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