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Original Articles

Response surfaces for an F-test for cointegration

Pages 479-482 | Published online: 15 Aug 2006

References

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  • Kanioura , A and Turner , P. 2005 . Critical values for an F-test for cointegration in a multivariate model . Applied Economics , 37 : 265 – 70 .
  • Kremers , J , Ericsson , N. and Dolado , J. 1992 . The power of cointegration tests . Oxford Bulletin of Economics and Statistics , 54 : 325 – 48 .
  • MacKinnon , JG . 1991 . “ Critical values for cointegration tests’ ” . In Long-Run Economic Relationships , Edited by: Engle , R. F. and Granger , C. W. J. Oxford : Oxford University Press .
  • Mills , TC and Pentecost , E. J. 2001 . The real exchange rate and the output response in four EU accession countries . Emerging Markets Review , 2 : 418 – 30 .
  • Pesaran , MH , Shin , Y. and Smith , R. J. 2001 . Bounds testing approaches to the analysis of level relationships . Journal of Applied Econometrics , 16 : 289 – 326 .

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