Testing for Cointegration: The Effects of Mis-Specifying the Lag Length
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by New South Wales - School of Economics in its series Papers with number 93-18.
Length: 9 pages
Date of creation: 1993
Date of revision:
Contact details of provider:
Postal: THE UNIVERSITY OF NEW SOUTH WALES, SCHOOL OF ECONOMICS, P.O.B. 1 KENSINGTON, NEW SOUTH WALES 2033 AUSTRALIA.
Fax: +61)-2- 9313- 6337
Web page: http://www.economics.unsw.edu.au/
More information through EDIRC
cointegration ; econometrics;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Shintani, Mototsugu, 2001.
"A simple cointegrating rank test without vector autoregression,"
Journal of Econometrics,
Elsevier, vol. 105(2), pages 337-362, December.
- Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Vanderbilt University Department of Economics Working Papers 0044, Vanderbilt University Department of Economics.
- Richard Fu & Marco Pagani, 2012. "On the cointegration of international stock indices," Journal of Economics and Finance, Springer, vol. 36(2), pages 463-480, April.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.