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