Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
Author:
Funder
Research support from CREST is gratefully acknowledged.
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474938.2014.977080
Reference61 articles.
1. Tests for cointegration rank and the initial condition
2. Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
3. Shifting trends, segmented trends, and infrequent permanent shocks
4. Polynomial cointegration tests of anthropogenic impact on global warming
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