A direct test for cointegration between a pair of time series | ORKG Ask

We use cookies to provide a better user experience.

Data Protection

Related items

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Exact similar tests for unit roots and cointegration

Kiviet, J.F.
Phillips, G.D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/308) / BLDSC - ...

Asymptotic results for cointegration tests in non-stable cases

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(131) / BLDSC - British Libra...