@techreport{bac316a462f44473a5dfefb36a17577a,
title = "Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions",
keywords = "Faculty of Social Sciences, Co-integration, adjustment coefficients, (un)conditional heteroskedasticity, heteroskedasticity-robust inference, wild bootstrap",
author = "Boswijk, {H. Peter} and Giuseppe Cavaliere and Anders Rahbek and Taylor, {A.M. Robert}",
note = "J.E.L. Classi cations: C30, C32.",
year = "2013",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
number = "13",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",
}