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Applied Economics Letters Volume 3, 1996 - Issue 3
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Original Articles

Extended critical values for a simple test of cointegration

Peter S. Sephton
Pages 155-157 | Published online: 07 Oct 2010
 
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Abstract

Leybourne and McCabe have extended the Kwiatkowski et al. stationarity test to examine the null hypothesis of cointegration. The purpose of this note is to provide an extended set of critical values for use in applied research.

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