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Applied Economics Letters Volume 11, 2004 - Issue 5

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Original Articles

A cautionary note on cointegration testing

Michael Sumner School of Social Sciences, University of Sussex, Brighton BN1 9SN, UK E-mail: [email protected]

Pages 275-278 | Published online: 20 Aug 2006

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https://doi.org/10.1080/1350485042000191728

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Davidson , JEH , Hendry , DF , Srba , F and Yeo , S . 1978 . Econometric modelling of the aggregate time series relationship between consumers’ expenditure and income in the UK . Economic Journal , 88 : 661 – 92 .
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Pesaran MH Pesaran B 1997 Working with Microfit 4, Oxford University Press Oxford
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