Analytical evaluation of the power of tests for the absence of cointegration (Q899515): Difference between revisions

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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Asymptotics for linear processes
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+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
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+TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH  AN INTERCEPT
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+Inference in Linear Time Series Models with some Unit Roots
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+Testing for Common Trends
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+A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
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+An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
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+THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN  THE COINTEGRATING VECTOR IS PRESPECIFIED
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