Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends

Bruce Hansen ()

Journal of Econometrics, 1992, vol. 53, issue 1-3, 87-121

Date: 1992
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Related works:
Software Item: FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares
Software Item: POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration
Software Item: POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:53:y:1992:i:1-3:p:87-121

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