Score Tests for Cointegration Rank in Error Correction Models with Conditional Heteroskedasticity

제목
Score Tests for Cointegration Rank in Error Correction Models with Conditional Heteroskedasticity
저자
Byeongseon Seo
학회명
2012 Hitotsubashi-Sogang Conference on Econometrics
개최국가
대한민국
학회 개최일
2012-11-17 ~ 2012-11-17