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Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration

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  • Haug, Alfred A

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  • Haug, Alfred A, 1992. "Critical Values for the Z (circumflex) (subscript alpha)-Phillips-Ouliaris Test for Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 473-480, August.
    • Handle: RePEc:bla:obuest:v:54:y:1992:i:3:p:473-80
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    Cited by:

    1. Kohlscheen, Emanuel, 2010. "Emerging floaters: Pass-throughs and (some) new commodity currencies," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1580-1595, December.
    2. Giulio Cifarelli, 1995. "Fundamentals, regime shifts, and dollar behavior in the 1980s," Open Economies Review, Springer, vol. 6(1), pages 29-48, January.
    3. Leon Shilton, 2000. "Random Walks and the Cointegration of the ACLI and NCREIF," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 28(3), pages 435-465.

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