Co-integration testing using local-to-unity detrending: the impact of structural change under the null (Q3446972): Difference between revisions

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+https://doi.org/10.1080/10629360600569550
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+W1975582779
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
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+Understanding spurious regressions in econometrics
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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