Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 1 Volumes: 19 Formats: ZIP Allan W. Gregory ; Alfred A. Haug ; Nicoletta Lomuto Mixed signals among tests for cointegration (replication data) This paper illustrates that, under the null hypothesis of no cointegration, the correlation of p-values from a single-equation residual-based test (i.e., ADF or ) with a... TXT HTML ZIP
