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A CUSUM test for cointegration using regression residuals Author info | Abstract | Publisher info | Download info | Related research | Statistics Xiao, Zhijie
Phillips, Peter C. B.
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 108 (2002)
Issue (Month): 1 (May)
Pages: 43-61
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Handle: RePEc:eee:econom:v:108:y:2002:i:1:p:43-61Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005.
"Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions ,"
ERSA conference papers
ersa05p171, European Regional Science Association.
[Downloadable!]
Other versions:
Roberto Basile & Mauro Costantini & Sergio Destefanis, 2005.
"Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions ,"
ISAE Working Papers
53, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!] Roberto Basile, Mauro Costantini, Sergio Destefanis, 2005.
"Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions ,"
CELPE Discussion Papers
94, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy.
[Downloadable!] Seung Hyun Hong & Peter C. B. Phillips, 2005.
"Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity ,"
Cowles Foundation Discussion Papers
1541, Cowles Foundation, Yale University.
[Downloadable!]
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