@article{aresidualsbasednonparametricvariance,
  title = {A Residuals-Based Nonparametric Variance Ratio Test for Cointegration},
  author = {Karsten Reichold},
  year = {2022},
  eprint = {2211.06288},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.06288v3},
}