The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
By: Param Silvapulle and Jan M. Podivinsky.
Contributors: La Trobe University. Schools of Economics and Commerce.
Series: Discussion papers,; no. A.95.30; Discussion papers (La Trobe University. School of Economics) ;; no. A.95.30.
Publisher: La Trobe University, Schools of Economics and Commerce
Published: 1995
Place of publication: Bundoora, Vic., Australia
Language: eng
Number of pages: 19
Subjects: Econometrics.; Cointegration.
Notes: Includes bibliographical references (p. 15).
"October 1995."