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Critical Values for the Žα‐Phillips‐Ouliaris Test for Cointegration* · Study

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ArticleCritical Values for the Žα‐Phillips‐Ouliaris Test for Cointegration*

Alfred A. Haug1992

Article1992

Critical Values for the Žα‐Phillips‐Ouliaris Test for Cointegration*

48 citations·0/0 files stored·Oxford Bulletin of Economics and Statistics

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 48 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1981Some properties of time series data and their use in econometric model specification 1990Asymptotic Properties of Residual Based Tests for Cointegration 1988Testing for Common Trends

Cited by

1995HAS FEDERAL BUDGET DEFICIT POLICY CHANGED IN RECENT YEARS?1997Estimating a cointegrating demand system 2010Emerging floaters: Pass-throughs and (some) new commodity currencies 1993Residual based tests for cointegration 1995Interdependencies Among the Irish, British and German Stock Markets 2002Keynes, Cocoa, and Copper 2006African terms of trade and the commodity terms of trade: close cousins or distant relatives?2021Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada

Details

Year1992

Typearticle

Published1992-08-01

VenueOxford Bulletin of Economics and Statistics

ISSN-L0305-9049

Languageen

Citations48

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1111/j.1468-0084.1992.tb00014.x

openalex_workW2023090122

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