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A residual-based test of the null of cointegration against the alternative of no cointegration
Shin, Yongcheol - In: Econometric theory 10 (1994) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001163336
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Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
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TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10006955253
Cover Image
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration
Shin, Yongcheol - In: Econometric theory 10 (1994) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10007014701