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On the distribution of tests of cointegration rank

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  • Bent Nielsen

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  • Bent Nielsen, "undated". "On the distribution of tests of cointegration rank," Economics Papers 1997-W10, Economics Group, Nuffield College, University of Oxford.
    • Handle: RePEc:nuf:econwp:9710
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    Cited by:

    1. B. Nielsen, 2009. "Test for cointegration rank in general vector autoregressions," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford.
    2. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.
    3. Bent Nielsen, "undated". "Asymptotic results for cointegration tests in non-stable case," Economics Papers W32., Economics Group, Nuffield College, University of Oxford.

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