On The Size And Power Of System Tests For Cointegration

A-Tier
Journal: Review of Economics and Statistics
Year: 1998
Volume: 80
Issue: 4
Pages: 675-679

Authors (2)

Ronald Bewley (not in RePEc) Minxian Yang (UNSW Sydney)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

System tests for cointegration proposed by Stock and Watson (1988), Johansen (1988), and Bewley and Yang (1995) are compared using Monte Carlo experiments that include overspecification of the lag length and data-generating processes with moving average disturbances. Both AIC and SIC are used to select the lag length of the approximating vector autoregressions. The three tests considered are found to have very different characteristics, and each dominates in some portion of the parameter space. © 1998 by the President and Fellows of Harvard College and the Massachusetts Institute of Technolog

Technical Details

RePEc Handle
repec:tpr:restat:v:80:y:1998:i:4:p:675-679
Journal Field
General
Author Count
2
Added to Database
2026-01-29