A REVIEW OF SYSTEMS COINTEGRATION TESTS-Reference-Cited by-同舟云学术

A REVIEW OF SYSTEMS COINTEGRATION TESTS

Published:2001-08-31 Issue:3 Volume:20 Page:247-318
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Hubrich Kirstin,Lütkepohl Helmut,Saikkonen Pentti

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1081/ETC-100104936

Reference107 articles.

1. A new look at the statistical model identification

2. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

3. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

4. Aznar, A. and Salvador, M. 1997. Testing for the rank of the co-integration space and the form of the intercept using the BIC criterion. Paper presented at the ESEM 97 in Toulouse. 1997.

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