Article
Cointegration Tests with Conditional Heteroskedasticity
Journal of Econometrics
(1996)
Disciplines
Publication Date
1996
Citation Information
Yiuman Tse and Tae-Hwy Lee. "Cointegration Tests with Conditional Heteroskedasticity" Journal of Econometrics Vol. 73 Iss. 2 (1996) p. 401 - 410 Available at: http://works.bepress.com/yiuman-tse/98/