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Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies

  • Erik Hjalmarsson

    ()

  • Pär Österholm

    ()

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File URL: http://hdl.handle.net/10.1007/s00181-009-0294-6
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Article provided by Springer in its journal Empirical Economics.

Volume (Year): 39 (2010)
Issue (Month): 1 (August)
Pages: 51-76

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Handle: RePEc:spr:empeco:v:39:y:2010:i:1:p:51-76
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