Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 13 (1997)
Issue (Month): 06 (December)
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- Niels Haldrup & Peter Lildholdt, 2005.
"Local power functions of tests for double unit roots,"
Netherlands Society for Statistics and Operations Research, vol. 59(2), pages 159-179.
- Niels Haldrup & Peter Lildholdt, . "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, School of Economics and Management, University of Aarhus.
- Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
- Niels Haldrup & Peter Lildholdt, . "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers 2000-1, School of Economics and Management, University of Aarhus.
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