Simulating competing cointegration tests in a bivariate system (Q4935475): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Statistical analysis of cointegration vectors
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+Time Series Regression with a Unit Root
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for Common Trends
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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