Point optimal tests of the null hypothesis of cointegration

Journal of Econometrics

Volumn 124, Issue 1, 2005, Pages 187-201

  Jansson, Michael ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Cointegration; Local asymptotic power; Point optimal test; Power envelope

Indexed keywords

ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; POLYNOMIAL APPROXIMATION; THEOREM PROVING; VECTORS;

COINTEGRATION; LOCAL ASYMPTOTIC POWER; POINT OPTIMAL TEST; POWER ENVELOPE;

INTEGRATION;

EID: 9544246759     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.02.011     Document Type: Conference Paper

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