Authors: Gregory, Allan W. Haug, Alfred A. Lomuto, Nicoletta

Citation: W. Gregory, Allan et al., Mixed signals among tests for cointegration, Journal of applied econometrics , 19(1), 2004, pp. 89-98

Authors: Haug, Alfred A.

Citation: A. Haug, Alfred, Testing Linear Restrictions on Cointegrating Vectors: Sizes and Powers of Wald and Likelihood Ratio Tests in Finite Samples, Econometric theory (Online) , 18(2), 2002, pp. 505-524