The Fourier approximation and testing for the null of cointegration
By Ching‐Chuan Tsong, Cheng-Feng Lee, Li-Ju Tsai, T. Hu. 2016
141 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9dd30ea25aa2d28993632a8c98d465a1039f7d83