Pitfalls in Testing for Long Run Relationships.
Year of publication: |
1995
|
---|---|
Authors: | Gonzalo, J. ; Lee, T.H. |
Institutions: | Department of Economics, Boston University |
Subject: | UNIT ROOTS | COINTEGRATION | TESTS |
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On the Robustness of Cointegration Tests when Series Are Fractionally Integrated.
Lee, T.H., (1995)
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Perron, P., (1994)
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Long-Run PPP May Not Hold After All.
Engel, C., (1996)
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Relative Power of t Type Tests of Stationary and Unit Root Processes.
Gonzalo, J., (1995)
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On the Robustness of Cointegration Tests when Series Are Fractionally Integrated.
Lee, T.H., (1995)
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Cointegration and Aggregation.
Gonzalo, J., (1992)
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