cointegrating relationship to a spurious regression. The cointegration monitoring procedure is based on residuals from modified …

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention …

for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and … considered are T ϵ {10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 200, 500}. -- panel cointegration test ; correction factor …

cointegration techniques. The EKC literature has failed to acknowledge that such regressions involve unit root nonstationary …-sample KPSS type cointegration test. We present simulation results illustrating the performance of the estimators and tests. In … modified estimation ; nonlinear cointegration analysis ; environmental Kuznets curve …