Conflicts Among Tests for Cointegration

Conflicts Among Tests for Cointegration PDF book is popular Cointegration book written by Allan W. Gregory. The book was released by Kingston, Ont. : Institute for Economic Research, Queen's University on 1998 with total hardcover pages 4. Fast download link is given in this page, you could read Conflicts Among Tests for Cointegration by Allan W. Gregory in PDF, epub and kindle directly from your devices.

Conflicts Among Tests for Cointegration

Released on 1998 by Allan W. Gregory

Conflicts Among Tests for Cointegration Book Detail
Author : Allan W. Gregory
Release Date : 1998
Publisher : Kingston, Ont. : Institute for Economic Research, Queen's University
Genre : Cointegration
Pages : 4
ISBN 13 :
File Size : 52,52 MB

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Combining Non-Cointegration Tests

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The local power of many popular non-cointegration tests has recently been shown to depend on a certain nuisance parameter. Depending on the value of that parame

Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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We investigate the properties of Johansen's (1988, 1991) maximum eigenvalue and trace tests for cointegration under the empirically relevant situation of near-i

Conflicts Among Tests for Cointegration