Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated /

We investigate the properties of Johansen's (1988, 1991) maximum eigenvalue and trace tests for cointegration under the empirically relevant situation of near-integrated variables. Using Monte Carlo techniques, we show that in a system with near-integrated variables, the probability of reaching...

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Detalles Bibliográficos
Autor principal: Osterholm, Par
Otros Autores: Hjalmarsson, Erik
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2007.
Colección:IMF Working Papers; Working Paper ; No. 2007/141
Materias:
Acceso en línea:Full text available on IMF