Tests for cointegration rank and the initial condition

Niklas Ahlgren () and John Juselius

Empirical Economics, 2012, vol. 42, issue 3, 667-691

Keywords: Asymptotic local power; Cointegration; Convergence; Initial condition; Likelihood ratio test; Unit root; C32 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s00181-010-0442-z (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Tests for Cointegration Rank and the Initial Condition (2009)
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:spr:empeco:v:42:y:2012:i:3:p:667-691

Ordering information: This journal article can be ordered from
http://www.springer. ... rics/journal/181/PS2

DOI: 10.1007/s00181-010-0442-z

Access Statistics for this article

Empirical Economics is currently edited by Robert M. Kunst, Arthur H.O. van Soest, Bertrand Candelon, Subal C. Kumbhakar and Joakim Westerlund

More articles in Empirical Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().