The effect of non-normal disturbances and conditional heteroscedasticity on multiple cointegration tests /

Bibliographic Details
Main Author: Silvapulle, Paramsothy
Other Authors: Podivinsky, Jan M
Format: Book
Published: Bundoora, Vic. : La Trobe University. Schools of Economics and Commerce, 1995
Series:Discussion paper ; no. A95.30
Subjects: