The effects of $I\left(1\right)$ series on cointegration inference.

Lin, Yan-Xia, and McCrae, Michael. "The effects of series on cointegration inference.." Journal of Applied Mathematics and Decision Sciences 6.4 (2002): 229-240. <http://eudml.org/doc/123455>.

@article{Lin2002,
author = {Lin, Yan-Xia, McCrae, Michael},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {cointegration; cointegrating vector; ARIMA model; eigenvalues; simulations},
language = {eng},
number = {4},
pages = {229-240},
publisher = {Hindawi Publishing Corporation, New York},
title = {The effects of series on cointegration inference.},
url = {http://eudml.org/doc/123455},
volume = {6},
year = {2002},
}

TY - JOUR
AU - Lin, Yan-Xia
AU - McCrae, Michael
TI - The effects of series on cointegration inference.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 6
IS - 4
SP - 229
EP - 240
LA - eng
KW - cointegration; cointegrating vector; ARIMA model; eigenvalues; simulations
UR - http://eudml.org/doc/123455
ER -