This paper introduces a class of cointegration tests based on estimated low-pass and high-pass regression coefficients … cointegration in a n + k multivariate system with n cointegrating relationships without the need of either detrending nor … cointegration under the null without the need of special tables.  Small sample quantiles for these wavelet statistics are obtained …

This paper examines a test for the null of cointegration in a multivariate system based on the discrepancy between the … offering a simple way of testing for cointegration under the null without the need of special tables.  Small sample critical … perform quite reasonably when compared to other tests of the null of cointegration. …

the world, 7 are not OPEC members, namely Brazil, Canada, China, Mexico, Norway, the Russian Federation, and the United …">2004</CitationRef>) approach to determine cointegration and the (Econometrica, 55, 251–276, <CitationRef CitationID="CR17 …

in techniques. We find that the results of the cointegration tests could be affected by the structural break(s) in the … an ultimate conclusion on the cointegration and causal direction between energy and output. When alternative frameworks …

challenges in the South Asian region. In this paper the authors investigate the presence of cointegration and causality …

This study runs a cointegration analysis on annual data from 1980 to 2007 to investigate the relationship between …, Stock-Watson dynamic ordinary least squares (DOLS), the bounds testing approach to cointegration and error correction … modelling. The empirical results suggest that there is a stable long run linear cointegration relationship between these three …