Residuals-based tests for the null of no-cointegration: An analytical comparison

Journal of Time Series Analysis

Volumn 28, Issue 1, 2007, Pages 111-137

  Pesavento, Elena ^a  

^a EMORY UNIVERSITY   (United States)

Author keywords

Cointegration; Power; Residual tests; Unit root

Indexed keywords

EID: 33845693239     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00501.x     Document Type: Article

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