Dhrymes, Phoebus J.; Thomakos, Dimitrios D. - 1997
This paper reports on the result of a Monte Carlo study. The latter investigates the performance of various versions of the Conformity test (CCT) for the existence and rank of cointegration, as given in Johansen (J) (1988), (1991), and the stochastic trends qf(k,m) test (SW), as given in Stock...
