Improved RALS(2)-LM cointegration test in presence of structural breaks and GARCH innovations


FİRUZAN E., ÇOBAN B.

11th International Statistics Days, Muğla, Turkey, 3 - 07 October 2018, pp.205

  • Publication Type: Conference Paper / Summary Text
  • City: Muğla
  • Country: Turkey
  • Page Numbers: pp.205
  • Dokuz Eylül University Affiliated: Yes