A robust estimation and testing of the cointegration order based on the frequency domain - CentraleSupélec Access content directly
Conference Papers Year : 2019
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hal-02358658 , version 1 (12-11-2019)

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  • HAL Id : hal-02358658 , version 1

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Igor V. M. Souza, Valderio A. Reisen, Pascal Bondon, G.C. Franco. A robust estimation and testing of the cointegration order based on the frequency domain. 13th International Conference on Computational and Financial Econometrics, Dec 2019, London, United Kingdom. ⟨hal-02358658⟩
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