Di Iorio, Francesca; Fachin, Stefano - In: Economics: The Open-Access, Open-Assessment E-Journal 1 (2007) 2007-14, pp. 1-23
Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In …-2002 period. While the individual stability tests, contrary to expectations and graphical evidence, in almost all cases do not …