Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Formats:
TXT
HTML
Publication Year:
2004
Journals:
Journal of Applied Econometrics
Allan W. Gregory
;
Alfred A. Haug
;
Nicoletta Lomuto
Mixed signals among tests for cointegration (replication data)
This paper illustrates that, under the null hypothesis of no cointegration, the correlation of p-values from a single-equation residual-based test (i.e., ADF or ) with a...
DOI:10.15456/jae.2022314.1316340166
TXT
HTML
ZIP
