Cointegration and the joint confirmation hypothesis.
From MaRDI portal
Publication:1853701
DOI10.1016/S0165-1765(02)00173-8zbMath1036.91043MaRDI QIDQ1853701
Publication date: 22 January 2003
Published in: Economics Letters (Search for Journal in Brave)
Related Items (2)
The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root ⋮ Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
Cites Work
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Joint application of the Dickey-Fuller and KPSS tests
- Unit root and stationarity tests' wedding
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
- A Parametric approach to testing the null of cointegration
- Unit Roots, Cointegration, and Structural Change
This page was built for publication: Cointegration and the joint confirmation hypothesis.
