Testing The Null Of No Cointegration When Covariates Are Known To Have A Unit Root
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- Pierre Perron & Gabriel RodrÃguez, "undated".
"Residuals-based Tests for Cointegration with GLS Detrended Data,"
Boston University - Department of Economics - Working Papers Series
wp2015-017, Boston University - Department of Economics, revised 19 Oct 2015.
- Perron, P. & Rodriguez, G., 2000. "Residual Based Tests for Cointegration with GLS Detrended Data," Working Papers 0004e, University of Ottawa, Department of Economics.
- Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
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