Nonparametric cointegration analysis

H.J. Bierens

Research output: Contribution to journalArticleScientificpeer-review

115 Citations (Scopus)
Original languageEnglish
Pages (from-to)379-404
Number of pages25
JournalJournal of Econometrics
Volume77
Issue number2
Publication statusPublished - 1997

Cite this

Bierens, H. J. (1997). Nonparametric cointegration analysis. Journal of Econometrics, 77(2), 379-404.