Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
Work
Year: 1998
Type: article
Abstract: A new test is proposed for cointegration in a single‐equation framework where the regressors are weakly exogenous for the parameters of interest. The test is denoted as an error‐correction mechanism (... more
Source: Journal of Time Series Analysis
Cites: 31
Cited by: 2,166
Related to: 10
FWCI: 14.67
Citation percentile (by year/subfield): 99.97
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green