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Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert - 2016 - Revised edition
Persistent link: https://www.econbiz.de/10011514491
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Testing for unit roots with cointergated data
Reed, W. Robert - 2015
Persistent link: https://www.econbiz.de/10011296226
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Unit root tests, size distortions, and cointegrated data
Reed, W. Robert - 2014
Persistent link: https://www.econbiz.de/10011296518
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert; Smith, Aaron D. - 2016
Persistent link: https://www.econbiz.de/10011592764