Extended critical values for a simple test of cointegration

Leybourne and McCabe have extended the Kwiatkowski et al. stationarity test to examine the null hypothesis of cointegration. The purpose of this note is to provide an extended set of critical values for use in applied research.

MoreLess

Year of publication:	1996
Authors:	Sephton, Peter
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 3.1996, 3, p. 155-157
Publisher:	Taylor & Francis Journals

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009203007