Critical values for an F-test for cointegration in a multivariate model
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DOI: 10.1080/00036840412331315051
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- Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär, 2012. "Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis," HUI Working Papers 72, HUI Research.
- Bertelli, Stefano & Vacca, Gianmarco & Zoia, Maria, 2022.
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- Stefano Bertelli & Gianmarco Vacca & Maria Grazia Zoia, 2022. "Bootstrap Cointegration Tests in ARDL Models," Papers 2204.04939, arXiv.org.
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- Paul Turner, 2006. "Response surfaces for an F-test for cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 13(8), pages 479-482.
- Tuck Cheong Tang, 2008. "Money demand function for Southeast Asian countries," Journal of Economic Studies, Emerald Group Publishing, vol. 34(6), pages 476-496, January.
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- Batten, Jonathan A. & Ciner, Cetin & Lucey, Brian M, 2014. "On the economic determinants of the gold–inflation relation," Resources Policy, Elsevier, vol. 41(C), pages 101-108.
- Lai, T.M. & To, W.M. & Lo, W.C. & Choy, Y.S. & Lam, K.H., 2011. "The causal relationship between electricity consumption and economic growth in a Gaming and Tourism Center: The case of Macao SAR, the People’s Republic of China," Energy, Elsevier, vol. 36(2), pages 1134-1142.
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