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https://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 | 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 | URI: | http://scholarbank.nus.edu.sg/handle/10635/20050 | ISSN: | 03783758 |
| Appears in Collections: | Staff Publications |
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