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Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
Home
Publications
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
AB
Anindya Banerjee
Anindya Banerjee
Juan Dolado
Juan Dolado
RM
Ricardo Mestre
Ricardo Mestre
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1 May 1998
journal article
Published by
Wiley
in
Journal of Time Series Analysis
Vol. 19
(3)
,
267-283
https://doi.org/10.1111/1467-9892.00091
Abstract
No abstract available
Keywords
COINTEGRATION TESTS
ERROR‐CORRECTION MODELS
POWER PROPERTIES
COMMON‐FACTOR RESTRICTIONS
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