Residual based tests for cointegration : A Monte Carlo study of size distortions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 41 (1993)
Issue (Month): 4 ()
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- Elena Pesavento, 2002. "Residuals-based Tests for Cointegration: An Analytical Comparison," Emory Economics 0207, Department of Economics, Emory University (Atlanta).
- Haug, Alfred A., 1996.
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- Carl Bonham & Byron Gangnes & Ari Van Assche, 2004.
"Fragmentation and East Asia’s Information Technology Trade,"
200409, University of Hawaii at Manoa, Department of Economics.
- Carl Bonham & Byron Gangnes & Ari Van Assche, 2007. "Fragmentation and East Asia's information technology trade," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 215-228.
- Elena Pesavento, 2007.
"Residuals-based tests for the null of no-cointegration: an Analytical comparison,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 28(1), pages 111-137, 01.
- Elena Pesavento, 2005. "Residuals Based Tests for the Null of No Cointegration: An Analytical Comparison," Emory Economics 0503, Department of Economics, Emory University (Atlanta).
- Hansen, Paul & King, Alan, 1996. "The determinants of health care expenditure: A cointegration approach," Journal of Health Economics, Elsevier, vol. 15(1), pages 127-137, February.
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