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A cointegration test for market efficiency
Lai, Kon-sun - In: The journal of futures markets 11 (1991) 5, pp. 567-575
Persistent link: https://www.econbiz.de/10001110894
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Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
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Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong - In: Econometric theory 13 (1997) 5, pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10001137096