A Simple Test for Cointegration.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1994
Volume: 56
Issue: 1
Pages: 97-103

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This note proposes a simple test for cointegration in which, unlike conventional test procedures, the presence of cointegration forms the null hypothesis to be tested. The test statistic is constructed under the assumption of normality and then it's asymptotic distribution is derived under considerably more general conditions. Selected critical values of this distribution, computed from Monte Carlo simulations, are presented. Copyright 1994 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:56:y:1994:i:1:p:97-103
Journal Field
General
Author Count
2
Added to Database
2026-01-25