Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies

By Erik Hjalmarsson, Pär Österholm. 2010

89 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/ec9b7b8c3d222a981bb1430de7fbf858072aaa8c