best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and … Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined. Based upon these … employed for cointegration analysis. By means of detailing the cases most relevant for empirical applications, the I(1), MFI(1 …

debt and its ratio to GDP. Second, exploiting unit root analysis and cointegration, we test for the sustainability of …

to the tests of Hansen, we consider the sensitivity of the augmented Dicky-Fuller (ADF) teest for cointegration in the … failure to reject the null of no cointegration). As a practical example we consider the stability of the long-run coefficients …

In this paper we examine tests for cointegration which allow for the possibility of regime shifts. We propose augmented … Dickey-Fuller (ADF) and Phillips type tests designed to test the null of no cointegration against the alternative of … cointegration in the presence of a possible regime shift. In particular we consider cases where the intercept and/or slope …

In this paper, two tests for structural hypotheses on cointegration vectors are evaluated in a Monte Carlo study. The … cointegration vector, but the Johansen (1991) test fares slightly better than the Kwiatkowski et al (1992) test. Applying a Bartlett …