Choi, Chi-Young; Hu, Ling; Ogaki, Masao - University of Rochester - Center for Economic Research … - 2005
naturally motivated by the structural regression
approach. We also show that this test can be used to test for cointegration … OLS estimates are often substantially different, it
is desirable to have a test for cointegration applied to dynamic OLS … parameters, while in
the last two applications we purport to test for cointegration with the Hausman-type cointegration
test …