Testing for Cointegration: The Effects of Mis-Specifying the Lag Length

R. Bewley and Minxian Yang

Working Papers from New South Wales - School of Economics

Keywords: cointegration; econometrics (search for similar items in EconPapers)
Pages: 9 pages
Date: 1993
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Journal Article: Testing for cointegration: the effects of mis-specifying the lag length (1995)
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