Add to ORKGRecent papers by Charemza and Syczewska (1998) and Carrion, Sansó and Ortuño (2001) focused on the joint use of unit root and stationarity tests. In this paper, the discussion is extended to the case of cointegration. Critical values for testing the joint con…rmation hypothesis of no cointegration are computed and a small Monte Carlo experiment evaluates the relative performance of this procedure
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
‘Classical ’ econometric theory assumes that observed data come from a stationary process, where mea...
This paper reports on the results of a Monte Carlo study. The latter investigates the performance of...
Recent papers by Charemza and Syczewska (1998) and Carrion, Sansó and Ortuño (2001) focused on the ...
The cointegration tests of Engle and Granger (1987) test the null hypothesis of no cointegration. We...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
In this paper, two tests for structural hypotheses on cointegration vectors are evaluated in a Monte...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
summary:In this paper some of the cointegration tests applied to a single equation are compared. Man...
This paper provides tables of critical values for some popular tests of cointegration and unit roots...
This paper provides tables of critical values for some popular tests of cointegration and unit roots...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
In this paper we investigate methods for testing the existence of a cointegration relationship among...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
‘Classical ’ econometric theory assumes that observed data come from a stationary process, where mea...
This paper reports on the results of a Monte Carlo study. The latter investigates the performance of...
Recent papers by Charemza and Syczewska (1998) and Carrion, Sansó and Ortuño (2001) focused on the ...
The cointegration tests of Engle and Granger (1987) test the null hypothesis of no cointegration. We...
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, us...
This paper enlarges on Karlsoon and Löthgreen’s (2000) results on panel unit root tests to panel coi...
In this paper, two tests for structural hypotheses on cointegration vectors are evaluated in a Monte...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
summary:In this paper some of the cointegration tests applied to a single equation are compared. Man...
This paper provides tables of critical values for some popular tests of cointegration and unit roots...
This paper provides tables of critical values for some popular tests of cointegration and unit roots...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
This paper develops a very simple test for the null hypothesis of no cointegration in panel data. Th...
In this paper we investigate methods for testing the existence of a cointegration relationship among...
This paper provides an updated survey of a burgeoning literature on testing, estimation and model sp...
‘Classical ’ econometric theory assumes that observed data come from a stationary process, where mea...
This paper reports on the results of a Monte Carlo study. The latter investigates the performance of...