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, December 2015
This paper originally appeared as BSE Working Paper 779
Subscribe to our newsletter
Want to receive the latest news and updates from the BSE? Share your details below.
Founding Institutions
Distinctions
Logo BSE
© Barcelona Graduate School of
Economics. All rights reserved.
FacebookInstagramLinkedinXYoutube