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Regression-based analysis of cointegration systems
Gómez Biscarri, Javier
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Hualde, Javier
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10011348903
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A residual-based ADF test for stationary cointegration in I (2) settings
Gómez Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
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