Combining non-cointegration tests (Q2852482): Difference between revisions

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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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+TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Tests for cointegration. A Monte Carlo comparison
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+Statistical analysis of cointegration vectors
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Asymptotic Optimality of Fisher's Method of Combining Independent Tests
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+A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
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+Residual-Based Block Bootstrap for Unit Root Testing
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+Analytical evaluation of the power of tests for the absence of cointegration
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+Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
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+A Reality Check for Data Snooping
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