Journal
APPLIED ECONOMICS LETTERS
Volume 13, Issue 8, Pages 479-482Publisher
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
DOI: 10.1080/13504850500401726
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This study builds on earlier work by Kanioura and Turner ( 2005) in generating response surfaces for critical values for an F-test for cointegration based on an error-correction relationship between a set of variables of interest. It also builds on work by Pesaran et al. ( 2001) in generating response surfaces for the critical bounds of this test generated by the possibility that there are cointegrating relationships between the variables on the right hand side of the error-correction equation.
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