Distributions of error correction tests for cointegration (Q4416010): Difference between revisions

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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
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+Testing for an unstable root in conditional and structural error correction models
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+Cointegration tests in the presence of structural breaks
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+Q4124141
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+Q5732992
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+Statistical analysis of cointegration vectors
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+Cointegration in partial systems and the efficiency of single-equation analysis
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Structural analysis of vector error correction models with exogenous \(I(1)\) variables
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+THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN  THE COINTEGRATING VECTOR IS PRESPECIFIED
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