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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik
;
Österholm, Pär
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2007
Persistent link: https://www.econbiz.de/10003997612
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Testing for cointegration using the Johansen methodology when variables are near-integrated
Hjalmarsson, Erik
;
Österholm, Pär
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2007
Persistent link: https://www.econbiz.de/10003997748
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Testing the expectations hypothesis when interest rates are near integrated
Beechey, Meredith Jane
;
Hjalmarsson, Erik
;
Österholm, Pär
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2008
Persistent link: https://www.econbiz.de/10009269043
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