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Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
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A residual-based ADF test for stationary cointegration in I (2) settings
Gómez Biscarri, Javier; Hualde, Javier - 2014
Persistent link: https://www.econbiz.de/10010425763
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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