Template-type: ReDif-Paper 1.0 Author-Name: Avarucci, M. Author-workplace-name: Quantitative Economics Author-Name: Velasco, C. Author-workplace-name: Externe publicaties SBE Title: A wald test for the cointegration rank in nonstationary fractional systems Series: METEOR Research Memorandum Creation-Date: 20080101 Number: 049 File-URL: https://cris.maastrichtuniversity.nl/ws/files/1142858/guid-7cf22060-c3bd-4223-824c-2e3b3170be16-ASSET1.0.pdf File-Format: application/pdf File-Size: 290956 Handle: Repec:unm:umamet:2008049 DOI: 10.26481/umamet.2008049