A Residual-Based ADF Test for Stationary Cointegration in I(2) Settings

Recognition Program

Authors: Javier Gómez Biscarri and Javier Hualde

Journal of Econometrics, Vol. 184, No 2, 280--294, January, 2015
This paper originally appeared as Barcelona School of Economics Working Paper 779
This paper is acknowledged by the Barcelona GSE Research Recognition Program