Nonparametric cointegration analysis

H.J. Bierens

Research output: Contribution to journalArticleScientificpeer-review

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.
Bierens, H.J. / Nonparametric cointegration analysis. In: Journal of Econometrics. 1997 ; Vol. 77, No. 2. pp. 379-404.
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author = "H.J. Bierens",
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year = "1997",
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Bierens, HJ 1997, 'Nonparametric cointegration analysis', Journal of Econometrics, vol. 77, no. 2, pp. 379-404.

Nonparametric cointegration analysis. / Bierens, H.J.

In: Journal of Econometrics, Vol. 77, No. 2, 1997, p. 379-404.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Nonparametric cointegration analysis

AU - Bierens, H.J.

N1 - Pagination: 25

PY - 1997

Y1 - 1997

M3 - Article

VL - 77

SP - 379

EP - 404

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -