This paper provides a new approach to testing cointegration parameters in a singleequationcointegration environment … errors usingfixed bandwidth (fixed-b) asymptotic theory and adapting it to the cointegration environment.It is shown that the … kernel used, evenif the regressors in the cointegration relationship are endogenous. Using asymptoticpower and finite sample …

Writing in Applied Economics Letters, Sumner (2004) advocates use of long lag lengths when conducting cointegration …

We examine the long-run relationship between fertility, mortality, and incomeusing panel cointegration techniques and … results are robust against alternative estimation methods, potentialoutliers, sample selection, dierent measures of mortality …

Cointegration is tested between organic and conventional corn and soybean markets in severallocations throughout the U …

jointly endogenous and a reduced form vector errorcorrection model, testing for cointegration amongst the variables, is …