Type of Publication: Article in Journal

IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance

Author(s):

Demetrescu, M.; Hanck, C.; Tarcolea, A.

Title of Journal:

Journal of Time Series Analysis

Volume (Publication Date):

35 (2014)

Number of Issue:

5

pages:

393-406

Digital Object Identifier (DOI):

doi:10.1111/jtsa.12071

Citation:

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