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Testing the null hypothesis of cointegration
University of California at San Diego, Economics Working Paper Series
290
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Point optimal invariant tests of the null hypothesis of cointegration
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 45-107)
.
2000
Persistent link: https://www.econbiz.de/10001601883
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On tests of the null hypothesis of stationarity
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 111-141)
.
2000
Persistent link: https://www.econbiz.de/10001601886
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Spurious regression, cointegration, and near cointegration : a unifying approach
Jansson, Michael
;
Haldrup, Niles
- In:
Testing the null hypothesis of cointegration
,
(pp. 3-42)
.
2000
Persistent link: https://www.econbiz.de/10001601869
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