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).
- Makki, Shiva S. & Thraen, Cameron S. & Tweeten, Luther G., 1999. "Returns to American Agricultural Research: Results from a Cointegration Model," Journal of Policy Modeling, Elsevier, vol. 21(2), pages 185-211, March.
- 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.
- Haug, A.A., 1992.
"Tests for Cointegration: A Monte Carlo Comparison,"
93-2, York (Canada) - Department of Economics.
- Carl Bonham & Byron Gangnes & Ari Van Assche, 2007.
"Fragmentation and East Asia's information technology trade,"
Taylor & Francis Journals, vol. 39(2), pages 215-228.
- Carl Bonham & Byron Gangnes & Ari Van Assche, 2004. "Fragmentation and East Asia’s Information Technology Trade," Working Papers 200409, University of Hawaii at Manoa, Department of Economics.
- Elena Pesavento, 2005.
"Residuals Based Tests for the Null of No Cointegration: An Analytical Comparison,"
0503, Department of Economics, Emory University (Atlanta).
- 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.
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