HIGHLIGHTS
- who: Martin Wagner from the Department of Economics, University of Klagenfurt, Universitu00e4tsstrasse, Klagenfurt, Austria have published the paper: Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions, in the Journal: (JOURNAL)
- what: This paper discusses two complementary tests: one with the null hypothesis of and one with the null hypothesis of the absence of It is shown that (inter alia) for the empirically most relevant case in which only one of the integrated regressors occurs as regressor also with higher powers critical values can be simulated and are provided for a variety of . . .
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