A residual-based ADF test for stationary cointegration in I (2) settings

Document Type: Working paper

Date: 2014-09-01

This document is associated with a Creative Common license

• Description
• View document

Name: 1439.pdf

Size: 247.0Kb

Format: PDF

View/Open

Citation: Gómez Biscarri, Javier; Hualde, Javier. A residual-based ADF test for stationary cointegration in I (2) settings. 2014
https://econ-papers.upf.edu/ca/paper.php?id=1439

Permanent link: http://hdl.handle.net/10230/22665

Author: Gómez Biscarri, Javier ; Hualde, Javier

Other authors: Universitat Pompeu Fabra. Departament d'Economia i Empresa

Show full item record

This item appears in the following Collection(s)

• Economics and Business Working Papers Series: 1594