@inproceedings{15803a902e364ed686f1d06e1367518e,
title = "Practical problems with tests of cointegration rank with strong persistence and heavy-tailed errors",
keywords = "112 Statistics and probability, cointegration, conditional heteroskedasticity, heavy tails, Monte Carlo simulation, wild bootstrap",
author = "Niklas Ahlgren and Paul Catani",
year = "2018",
month = jun,
day = "26",
language = "English",
isbn = "978-9949-77-786-0",
pages = "8--8",
booktitle = "Nordstat 2018",
publisher = "University of Tartu",
address = "Estonia",
}