A review of systems cointegration tests

Econometric Reviews

Volumn 20, Issue 3, 2001, Pages 247-318

  Hubrich, Kirstin ^a   Lütkepohl, Helmut ^a   Saikkonen, Pentti ^b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITY OF HELSINKI   (Finland)

Author keywords

Asymptotic power; LR tests; Nonparametric tests; Small sample simulations; Systems cointegration tests

Indexed keywords

EID: 0008476323     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-100104936     Document Type: Article

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