The change in aggregate budget behavior in the 1990s: a cointegration-error correction model analysis
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Volume (Year): 138 (2009)
Issue (Month): 3 (March)
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- 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.
- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics.
- 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.
- 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.
- 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.
- 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 Andrews & Jae-Young Kim, 2004. "End-of-Sample Conintegratio Breakdown Tests," Econometric Society 2004 Far Eastern Meetings 795, Econometric Society.
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