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Optimal residual-based tests for fractional cointegration and exchange rate dynamics.
Posted: Mar 27, 2008 23:30:38

... regression (e.g., Jansson and Haldrup 2002 ... 1991). (See also Kim and Phillips 2001 ... Robinson (2001), and Kim and Phillips (2001 ... e.g., Shin 1994; Jansson 2001; and the references ... Association, 75, 602-608. Jansson, M. (2001), Point ... California, Berkeley. Jansson, M., and ...