Mixed signals among tests for cointegration

By Allan W. Gregory, A. Haug, Nicoletta Lomuto. 2004

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/63ed0dd4efef3b994b3ea7f21307807c28ab6a9b

How researchers see this paper

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In Economics and Econometrics

1. K. Lumpur.
2. Usama Al-mulali
3. Ilhan Ozturk

In Statistics and Probability

1. K. Lumpur.

Citations in the corpus

• The dynamic links between CO2 emissions, economic growth and coal consumption in China and India (2013, background): “[24] found that the p-values for different single cointegration tests are usually not strongly correlated.”
• Combining non‐cointegration tests (2013, unknown): “Of the 34 hits, we excluded 5, e.g. an editorial for a special issue, Monte Carlo papers or those using data already considered by Gregory et al. (2004).”