Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Forecasting and testing in co-integrated systems
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Sandwich method for finding fixed points
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for Common Trends
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