Extended Critical Values for a Simple Test for Cointegration

Loading...
Thumbnail Image

Date

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Leybourne and McCabe (1993) have extended the Kwiatkowski et al (1992) stationarity test to examine the null hypothesis of cointegration. The purpose of this note is to provide an extended set of critical values for use in applied research.

Description

Keywords

Citation

Collections