THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
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Publication:4512688
DOI10.1017/S0266466600163054zbMATH Open1054.62628OpenAlexW3123111966MaRDI QIDQ4512688FDOQ4512688
Authors: Eric Zivot 
Publication date: 2000
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600163054
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cited In (13)
- FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
- A sieve bootstrap test for cointegration in a conditional error correction model
- Distributions of error correction tests for cointegration
- Residuals‐based tests for the null of no‐cointegration: an Analytical comparison
- Analytical evaluation of the power of tests for the absence of cointegration
- Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
- Big Data: Forecasting and Control for Tourism Demand
- Simulating competing cointegration tests in a bivariate system
- More powerful cointegration tests with non-normal errors
- Identification robust inference in cointegrating regressions
- ADL tests for threshold cointegration
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
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