Asymptotic Properties of Residual Based Tests for Cointegration
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Other versions of this item:
- Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
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KeywordsCo-integration; consistent tests; unit root tests; asymptotic theory; power;
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