Cointegration Tests with Conditional Heteroskedasticity

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Disciplines

TY - JOUR

T1 - Cointegration Tests with Conditional Heteroskedasticity

AU - Tse, Yiuman

AU - Lee, Tae-Hwy

N1 - By Tae Hwy Lee and Yiuman Tse; Cointegration tests with conditional heteroskedasticity

PY - 1996

Y1 - 1996

UR - https://econpapers.repec.org/article/eeeeconom/v_3a73_3ay_3a1996_3ai_3a2_3ap_3a401-410.htm

M3 - Article

VL - 73

JO - Journal of Econometrics

JF - Journal of Econometrics

ER -