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Applied Economics Letters Volume 15, 2008 - Issue 12
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Original Articles

A new robust sign test for cointegration

Yujin Oh Department of Statistics, Ewha Womans University, Seoul, 120-750, KoreaCorrespondence[email protected]
&
Beong Soo So Department of Statistics, Ewha Womans University, Seoul, 120-750, Korea
Pages 971-974 | Published online: 03 Oct 2008

Citations (3)

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Read on this site (1)

Rosa Badillo, Jorge Belaire-Franch & Carmelo Reverte. (2010) Residual-based block bootstrap for cointegration testing. Applied Economics Letters 17:10, pages 999-1003.
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Articles from other publishers (2)

Yu-Jin Oh. (2012) Robust Unit Root Tests with an Innovation Variance Break. Communications for Statistical Applications and Methods 19:1, pages 177-182.
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Pavan Gadiraju. (2009) Production-Based Asset Pricing and Economic Tracking Portfolios: Establishing a Dynamic Partial Equilibrium Link between Economic State and Investment Levels. SSRN Electronic Journal.
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