On the maximum likelihood cointegration procedure under a fractional equilibrium error

By Andersson M.K.   Gredenhoff M.P.  

Economics Letters, Vol. 65, Iss. 2, 1999-11 ,pp. : 143-147

Elsevier

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Intertemporal solvency and breaks in the US deficit process: a maximum-likelihood cointegration approach

By Liu Peter   Tanner Evan  

Applied Economics Letters, Vol. 2, Iss. 7, 1995-07 ,pp. : 231-235

Routledge Ltd

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Extended critical values for a simple test of cointegration

By Sephton Peter S.  

Applied Economics Letters, Vol. 3, Iss. 3, 1996-03 ,pp. : 155-157

Routledge Ltd

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Critical values for an F-test for cointegration in a multivariate model

By Kanioura Athina   Turner Paul  

Applied Economics, Vol. 37, Iss. 3, 2005-02 ,pp. : 265-270

Routledge Ltd

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Testing for multivariate cointegration in the presence of structural breaks: p-values and critical values

By Giles David E.   Godwin Ryan T.  

Applied Economics Letters, Vol. 19, Iss. 16, 2012-11 ,pp. : 1561-1565

Routledge Ltd

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