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ArticleTesting for cointegration

Mark A. Hooker1993

Article1993

Testing for cointegration

70 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 1990Asymptotic Properties of Residual Based Tests for Cointegration 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation 1960Note on the Correlation of First Differences of Averages in a Random Chain 1985Testing the random walk hypothesis

Cited by

1999Regionalization in the World Crude Oil Market: Further Evidence 2005Nonlinearity in the stock price–dividend relation 1992The Treasury Yield Curve as a Cointegrated System 1987Estimating the Continuous-Time Consumption-Based Asset-Pricing Model 2003With a Bang, not a Whimper: Pricking Germany's “Stock Market Bubble” in 1927 and the Slide into Depression 2004Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 1995Testing for cointegration: Power versus frequency of observation — another view

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Year1993

Typearticle

Published1993-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations70

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(93)90205-q

openalex_workW1550560930

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2015

Testing for Cointegration with Temporally Aggregated and Mixed‐Frequency Time Series