Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/20050
Title: No-cointegration test based on fractional differencing: Some Monte Carlo results
Authors: Tse, Y.K. 
Anh, V.V.
Tieng, Q.
Keywords: Fractional differencing
Geweke-Porter-Hudak regression
Monte Carlo method
No-cointegration test
Issue Date: 1999
Source: Tse, Y.K.,Anh, V.V.,Tieng, Q. (1999). No-cointegration test based on fractional differencing: Some Monte Carlo results. Journal of Statistical Planning and Inference 80 (1) : 257-267. ScholarBank@NUS Repository.
Source Title: Journal of Statistical Planning and Inference
URI: http://scholarbank.nus.edu.sg/handle/10635/20050
ISSN: 03783758
Appears in Collections:Staff Publications

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