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ArticleResidual based tests for cointegration

Alfred A. Haug1993

Article1993

Residual based tests for cointegration

40 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1990Asymptotic Properties of Residual Based Tests for Cointegration 1987Forecasting and testing in co-integrated systems 1988Testing for Common Trends 1988Tests For Unit Roots: A Monte Carlo Investigation 1993Long-Run Economic Relationships: Readings in Cointegration.

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Year1993

Typearticle

Published1993-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations40

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(93)90203-o

openalex_workW1513346191

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