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| Title: | A residual-based ADF test for stationary cointegration in I (2) settings |
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| Author: | Gómez Biscarri, Javier; Hualde, Javier |
| Other authors: | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
| Subject(s): | -Finance and Accounting -Macroeconomics and International Economics -Statistics, Econometrics and Quantitative Methods -i(2) systems; stationary cointegration; multicointegration; residual-based tests. |
| Rights: | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| Document type: | Working Paper |
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