best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

(panel) unit root and cointegration techniques, widely used by now in the Kuznets curve literature, cannot be applied …, is that the unit root and cointegration methods have been used too uncritically. In particular the notorious small sample … problems of unit root and cointegration problems have been neglected. By applying various bootstrap algorithms and several …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

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 …

particular we analize the topics of integrability and cointegration; secondly we analize the main characteristics of the LAM …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

Standard unit root tests and cointegration tests are sensitive to atypical events such as outliers and structural … breaks. This paper uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis … based on real-life data to show that OLS-based cointegration tests can spuriously indicate stationarity. …

Standard unit root tests and cointegration tests are sensitive to atypical events such as outliers and structural … breaks. This paper uses outlier robust estimation techniques to reduce the impact of these events on cointegration analysis … based on real-life data to show that OLS-based cointegration tests can spuriously indicate stationarity. …