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Robust estimation for structural spurious regressions and a Hausman-type cointegration test

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  • Choi, Chi-Young
  • Hu, Ling
  • Ogaki, Masao

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  • Choi, Chi-Young & Hu, Ling & Ogaki, Masao, 2008. "Robust estimation for structural spurious regressions and a Hausman-type cointegration test," Journal of Econometrics, Elsevier, vol. 142(1), pages 327-351, January.
    • Handle: RePEc:eee:econom:v:142:y:2008:i:1:p:327-351
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