Testing for cointegration at any frequency using spectral methods

Authors
Cubadda, Gianluca
Citation
Gianluca Cubadda, Testing for cointegration at any frequency using spectral methods, Journal of the italian statistical society, 3(1), 1994, pp. 37-50
Journal title
Journal of the italian statistical society
ISSN journal
11219130 → ACNP
Volume
3
Issue
1
Year of publication
1994
Pages
37 - 50
Database
ESSPER
SICI code
1121-9130(1994)3:1<37:TFCAAF>2.0.ZU;2-Q