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Testing for cointegration using the Johansen approach : are we using the correct critical values?

Turner, Paul (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475339

Testing for cointegration using the Johansen approach : are we using the correct critical values?

Turner, Paul - In: Journal of applied econometrics 24 (2009) 5, pp. 825-831

Persistent link: https://www.econbiz.de/10003932170

DHSY revisited : the role of asymmetries

Cook, Steven; Holly, Sean; Turner, Paul - In: Applied economics 31 (1999) 7, pp. 775-778

Persistent link: https://www.econbiz.de/10001438373

The error correction model as a test for cointegration

Kanioura, Athina (contributor); Turner, Paul (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001916023

Critical values for an F-test for cointegration in a multivariate model

Kanioura, Athina; Turner, Paul - In: Applied economics 37 (2005) 3, pp. 265-270

Persistent link: https://www.econbiz.de/10002546515

Response surfaces for an F-test for cointegration

Turner, Paul - In: Applied economics letters 13 (2006) 8, pp. 479-482

Persistent link: https://www.econbiz.de/10003348008

Alternative estimators of cointegrating parameters in models with nonstationary data : an application to US export demand

Forest, James J.; Turner, Paul - In: Applied economics 45 (2013) 4/6, pp. 629-636

Persistent link: https://www.econbiz.de/10009715020

Alternative Estimators of Cointegrating Parameters in Models With Non-Stationary Data : An Application to US Export Demand

Forest, James J. - 2009

This paper presents Monte Carlo simulations which compare the empirical performance of two alternative single equation estimators of the equilibrium parameters in a dynamic relationship. The estimators considered are Stock and Watson's dynamic ordinary least squares (DOLS) estimator and Bewley's...

Persistent link: https://www.econbiz.de/10013157499