Testing for cointegration: the effects of mis-specifying the lag length

Ronald Bewley and Minxian Yang

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 39, issue 3, 251-255

Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/037847549500067X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Testing for Cointegration: The Effects of Mis-Specifying the Lag Length (1993)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:39:y:1995:i:3:p:251-255

DOI: 10.1016/0378-4754(95)00067-X

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().