Title of article :
Testing misspecified cointegrating relationships
Author/Authors :
Jan M. Podivinsky، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
The powers of various tests for cointegration are compared in an experimental design where there is a possible mismatch between the variables used in the construction of the tests and the variables entering the true cointegrating vector(s).
Keywords :
Cointegration , LR test , Misspecific:ation
Journal title :
Economics Letters
Journal title :
Economics Letters
