The Fourier approximation and testing for the null of cointegration-Reference-Cited by-同舟云学术

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The Fourier approximation and testing for the null of cointegration

Published:2015-11-19 Issue:3 Volume:51 Page:1085-1113
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Tsong Ching-Chuan,Lee Cheng-Feng,Tsai Li-Ju,Hu Te-Chung

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00181-015-1028-6.pdf

Reference46 articles.

1. Afonso A (2005) Fiscal sustainability: the unpleasant European case. Finanz Archiv 61(1):19–44

2. Andrews DWK (1991) Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica 59(3):817–858

3. Arghyrou MG, Luintel KB (2007) Government solvency: revisiting some EMU countries. J Macroecon 29(2):387–410

4. Baharumshah AZ, Lau E (2010) Mean reversion of the fiscal conduct in 24 developing countries. Manch School 78(4):302–325

5. Bartley WA, Lee J, Strazicich MC (2001) Testing the null of cointegration in the presence of a structural break. Econ Lett 73(3):315–323

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