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Original Articles

Extended critical values for a simple test of cointegration

Pages 155-157 | Published online: 07 Oct 2010

References

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  • Kwiatkowski , D. , Phillips , P. C. B. , Schmidt , P. and Shin , Y. 1992 . Testing the null hypothesis of a stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? . Journal of Econometrics , 54 : 159 – 178 .
  • Leybourne , S. J. and McCabe , B. P. M. 1993 . A simple test for cointegration . Oxford Bulletin of Economics and Statistics , 55 : 97 – 103 .
  • Phillips , P. C. B. and Perron , P. 1988 . Testing for a unit root in time series regression . Biometrika , 75 : 335 – 346 .

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