A Direct Test for Cointegration Between a Pair of Time Series

By S. Leybourne, P. Newbold, Dimitrios V. Vougas, Tae-Hwan Kim. 2002

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/4bdda54a187a5224241ac8aca7007644840aa692