The change in aggregate budget behavior in the 1990s: a cointegration-error correction model analysis
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- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration,"
1996_07, York University, Department of Economics.
- MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-77, Sept.-Oct.
- Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.
- Donald Andrews & Jae-Young Kim, 2004.
"End-of-Sample Conintegratio Breakdown Tests,"
Econometric Society 2004 Far Eastern Meetings
795, Econometric Society.
- Donald W.K. Andrews & Jae-Young Kim, 2004. "End-of-Sample Cointegration Breakdown Tests," Yale School of Management Working Papers ysm344, Yale School of Management.
- Donald W.K. Andrews & Jae-Young Kim, 2003. "End-of-Sample Cointegration Breakdown Tests," Cowles Foundation Discussion Papers 1404, Cowles Foundation for Research in Economics, Yale University.
- Quintos, Carmela E, 1995. "Sustainability of the Deficit Process with Structural Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 409-17, October.
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