Extended Critical Values for a Simple Test for Cointegration

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dc.contributor.authorSephton, Peter, S.
dc.date.accessioned2023-03-01T16:01:40Z
dc.date.available2023-03-01T16:01:40Z
dc.description.abstractLeybourne 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.
dc.identifier.urihttps://unbscholar.lib.unb.ca/handle/1882/13103
dc.language.isoEnglish
dc.rightshttp://purl.org/coar/access_right/c_abf2
dc.subject.disciplineEconomics
dc.titleExtended Critical Values for a Simple Test for Cointegration
dc.typeworking paper

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