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Economics Bulletin
Volumn 3, Issue 1, 2003, Pages
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Author keywords

[No Author keywords available]
Indexed keywords

EID: 34447648619     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (19)
References (13)
  • 1
    • 38149109678 scopus 로고    scopus 로고
    • Investigation of GAUSS' random number generators
    • Ford, M. P., and Ford, D. J. (2001)"Investigation of GAUSS' random number generators" http://www.aptech.com/random/rndu36.pdf.
    • (2001)
    • Ford, M.P.1    Ford, D.J.2
  • 3
    • 84891639489 scopus 로고
    • Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Oxford University Press Oxford.
    • Johansen, S. (1995)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Oxford University Press Oxford.
    • (1995)
    • Johansen, S.1
  • 5
    • 0001674184 scopus 로고    scopus 로고
    • Testing for the cointegration rank of a VAR process with a time trend
    • Lütkepohl, H., and Saikkonen, P. (2000)"Testing for the cointegration rank of a VAR process with a time trend" Journal of Econometrics 95, 177-198.
    • (2000) Journal of Econometrics , vol.95 , pp. 177-198
    • Lütkepohl, H.1    Saikkonen, P.2
  • 6
    • 27844468881 scopus 로고    scopus 로고
    • Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
    • Lütkepohl, H., Saikkonen, P., and Trenkler, C. (2001)"Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process" Econometrics Journal 4, 287-310.
    • (2001) Econometrics Journal , vol.4 , pp. 287-310
    • Lütkepohl, H.1    Saikkonen, P.2    Trenkler, C.3
  • 7
    • 0040572027 scopus 로고    scopus 로고
    • Diehard: a battery of tests of randomness
    • Department of Statistics, Florida State University.
    • Marsaglia, G. (1996)"Diehard: a battery of tests of randomness" http://stat.fsu.edu/~geo/ Department of Statistics, Florida State University.
    • (1996)
    • Marsaglia, G.1
  • 8
    • 38149117878 scopus 로고    scopus 로고
    • 2587 as long as the previously touted longest period one
    • mimeo Department of Statistics, Florida State University.
    • 2587 as long as the previously touted longest period one" mimeo Department of Statistics, Florida State University.
    • (2000)
    • Marsaglia, G.1
  • 9
    • 0034382517 scopus 로고    scopus 로고
    • Testing for the cointegrating rank of a VAR process with an intercept
    • Saikkonen, P., and Lütkepohl, H. (2000a)"Testing for the cointegrating rank of a VAR process with an intercept" Econometric Theory 16, 373-406.
    • (2000) Econometric Theory , vol.16 , pp. 373-406
    • Saikkonen, P.1    Lütkepohl, H.2
  • 10
    • 0040954806 scopus 로고    scopus 로고
    • Testing for the cointegration rank of a VAR process with structural shifts
    • Saikkonen, P., and Lütkepohl, H. (2000b)"Testing for the cointegration rank of a VAR process with structural shifts" Journal of Business & Economic Statistics, 18, 451-464.
    • (2000) Journal of Business & Economic Statistics , vol.18 , pp. 451-464
    • Saikkonen, P.1    Lütkepohl, H.2
  • 11
    • 0040364112 scopus 로고    scopus 로고
    • Trend adjustment prior to testing for the cointegration rank of a VAR process
    • Saikkonen, P., and Lütkepohl, H. (2000c)"Trend adjustment prior to testing for the cointegration rank of a VAR process" Journal of Time Series Analysis 21, 435-456.
    • (2000) Journal of Time Series Analysis , vol.21 , pp. 435-456
    • Saikkonen, P.1    Lütkepohl, H.2
  • 12
    • 0002852239 scopus 로고    scopus 로고
    • Testing cointegration in infinite vector autoregressive processes
    • Saikkonen, P., and Luukkonen, R. (1997)"Testing cointegration in infinite vector autoregressive processes" Journal of Econometrics 81, 93-126.
    • (1997) Journal of Econometrics , vol.81 , pp. 93-126
    • Saikkonen, P.1    Luukkonen, R.2
  • 13
    • 23044518458 scopus 로고    scopus 로고
    • Review of GAUSS for Windows, including its numerical accuracy
    • Vinod, H. D. (2000)"Review of GAUSS for Windows, including its numerical accuracy" Journal of Applied Econometrics 15, 211-220.
    • (2000) Journal of Applied Econometrics , vol.15 , pp. 211-220
    • Vinod, H.D.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.