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On the distribution of tests of cointegration rank

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Author Info
Bent Nielsen

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File URL: http://www.nuff.ox.ac.uk/economics/papers/1997/w10/onthedis.ps
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Paper provided by Economics Group, Nuffield College, University of Oxford in its series Economics Papers with number 1997-W10.

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Handle: RePEc:nuf:econwp:9710

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Web page: http://www.nuff.ox.ac.uk/economics/

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  1. Bent Nielsen, . "Asymptotic results for cointegration tests in non-stable case," Economics Papers W32., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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  2. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society. [Downloadable!]
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This page was last updated on 2009-12-27.

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