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|Title:||No-cointegration test based on fractional differencing: Some Monte Carlo results|
|Authors:||Tse, Y.K. |
Monte Carlo method
|Citation:||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|
|Appears in Collections:||Staff Publications|
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