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Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends

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  • Hassler, Uwe

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Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 62 (2000)
Issue (Month): 5 (December)
Pages: 621-32

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Handle: RePEc:bla:obuest:v:62:y:2000:i:5:p:621-32

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Cited by:
  1. Heejoon Kang, 2004. "Inappropriate Detrending and Spurious Cointegration," Econometric Society 2004 Far Eastern Meetings 624, Econometric Society.
  2. Hassler, Uwe, 2002. "The Effects of linear time trends on conintegration testing in single equations," Publications of Darmstadt Technical University, Institute of Economics (VWL) 18294, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  3. Uwe Hassler & Jürgen Wolters, 2006. "Autoregressive distributed lag models and cointegration," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 59-74, March.
  4. Aurelijus Dabušinskas, 2005. "Money and Prices in Estonia," Bank of Estonia Working Papers 2005-07, Bank of Estonia, revised 10 Nov 2005.

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