Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Niels Haldrup & Peter Lildholdt, 2005.
"Local power functions of tests for double unit roots,"
Netherlands Society for Statistics and Operations Research, vol. 59(2), pages 159-179.
- Niels Haldrup & Peter Lildholdt, "undated". "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, Department of Economics and Business Economics, Aarhus University.
- Haldrup, Niels Prof. & Lildholdt, Peter, 2000. "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series qt01j3m1h6, Department of Economics, UC San Diego.
- Niels Haldrup & Peter Lildholdt, "undated".
"On the Robustness of Unit Root Tests in the Presence of Double Unit Roots,"
Economics Working Papers
2000-1, Department of Economics and Business Economics, Aarhus University.
- Haldrup, Niels Prof. & Lildholdt, Peter, 2000. "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series qt2k0780sh, Department of Economics, UC San Diego.
- Qunyong Wang & Na Wu, 2012. "Long-run covariance and its applications in cointegration regression," Stata Journal, StataCorp LP, vol. 12(3), pages 525-542, September.
- Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:13:y:1997:i:06:p:850-876_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_ECT .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.