This paper introduces tests for residual serial correlation in cointegrating regressions. The tests are devised in the frequency domain by using the spectral measure estimates. The asymptotic distributions of the tests are derived and test consistency is established. The asymptotic distributions...

The author develops tests for a unit root based on the Durbin-Hausman principle. The ordinary least squares estimator and the pseudo instrumental variables estimator using the current variable as an instrument are employed to formulate test statistics. The limit distributions of these tests are...