Testing misspecified cointegrating relationships
type: Item
instance of: scholarly article
title: Testing misspecified cointegrating relationships
zbMATH Open document ID: 0914.90054
DOI: 10.1016/S0165-1765(98)00089-5
author: Jan M. Podivinsky
published in: Economics Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1238244
zbMATH Keywords: cointegration
zbMATH Keywords: LR test
zbMATH Keywords: misspecification
MaRDI profile type: Publication
cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing
cites work: Forecasting and testing in co-integrated systems
cites work: Statistical analysis of cointegration vectors
cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
cites work: Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
cites work: Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
cites work: Asymptotic Properties of Residual Based Tests for Cointegration
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description: scientific article; zbMATH DE number 1238244