best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test … of interest. -- Bayes test ; unit roots ; cointegration ; decision contours …

canonical cointegration method of Park (1992) the dynamic ordinary least squares method of Phillips and Loretan (1991 …

cointegration. Critical values and the power of the tests under the alternative of fractional cointegration are simulated and …

While the limiting null distributions of cointegration tests are invariant to a certain amount of conditional … attention to dependence among cross-sectional units, be it time-dependent or not. To obtain a panel cointegration test robust to … covariates, and for any variance profile. Furthermore, a test for the null of no cointegration - in effect, a joint test against …