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Original Articles

The power of single equation tests for cointegration

Pages 265-267 | Published online: 19 Aug 2006

References

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  • MacKinnon , J . 1991 . “ Critical values for cointegration tests ” . In Long Run Economic Relationships , Edited by: Engle , R and Granger , C . Oxford : Oxford University Press .
  • Perron , P and Rodriguez , G . 2001 . “ Residual based tests for cointegration with GLS detrended data ” . In mimeo , Department of Economics, Boston University .

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