Wallace, Frederick - In: Review of World Economics (Weltwirtschaftliches Archiv) 149 (2013) 4, pp. 779-802
Im et al. (Unpublished working paper, <CitationRef CitationID="CR11">2008</CitationRef>) develop cointegration tests using stationary instrumental variables. Their tests avoid the need to simulate critical values for the cointegration estimations, especially problematic in the presence of a nuisance parameter. Likewise, bootstrapping...</citationref>
