✦ LIBER ✦

The power of residual-based tests for cointegration when residuals are fractionally integrated

✍ Scribed by Walter Krämer; Francesc Marmol

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The power of the KPSS-test for cointegra

✍ Philipp Sibbertsen; Walter Krämer 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 127 KB

Spurious regressions and residual-based

✍ In Choi 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 444 KB

Residual-Based Tests For Fractional Coin

✍ Ingolf Dittmann 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 398 KB

A residual based test for the null hypot

✍ Zhijie Xiao 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 68 KB

Residual based tests for cointegration:

✍ Alfred A. Haug 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 470 KB

Testing for cointegration using the Joha

✍ Hjalmarsson, Erik (author);Österholm, Pär (author) 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 567 KB