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Review of coint 2.0
Author(s) -
Ng Serena
Publication year - 1995
Publication title -
journal of applied econometrics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/jae.3950100209
Subject(s) - heteroscedasticity , estimator , autocorrelation , econometrics , mathematics , order (exchange) , statistics , autoregressive model , library science , computer science , economics , finance