Cointegration tests and mean shifts
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- Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.
- Pashourtidou, Nicoletta, 2003. "Omitted variables in cointegration analysis," Discussion Paper Series In Economics And Econometrics 0304, Economics Division, School of Social Sciences, University of Southampton.
- Hugo Oliveros & Luisa Fernanda Silva, 2001. "La Demanda por Importaciones en Colombia," Borradores de Economia 187, Banco de la Republica de Colombia.
- Pashourtidou, Nicoletta, 2003. "Omitted variables in cointegration analysis," Discussion Paper Series In Economics And Econometrics 304, Economics Division, School of Social Sciences, University of Southampton.
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