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Testing for Cointegration within the Box-Tiao Procedure

Author

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  • Bewley, R.
  • Yang, M.

Abstract

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Suggested Citation

  • Bewley, R. & Yang, M., 1993. "Testing for Cointegration within the Box-Tiao Procedure," Papers 93-12, New South Wales - School of Economics.
    • Handle: RePEc:fth:nesowa:93-12
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    Cited by:

    1. Bewley, Ronald & Yang, Minxian, 1995. "Testing for cointegration: the effects of mis-specifying the lag length," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 251-255.

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    Keywords

    econometrics;

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