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The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter; Mármol, Francesc - In: Economics letters 82 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10001877554
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Correlation theory of spuriously related higher order integrated processes
Mármol, Francesc - In: Economics letters 50 (1996) 2, pp. 169-173
Persistent link: https://www.econbiz.de/10001194695
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602