booststrapped johansen tests for cointegration relationships: a graphical analysis

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This article was downloaded by: [Northeastern University] On: 18 November 2014, At: 19:53 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered office: Mortimer House, 37-41 Mortimer Street, London W1T 3JH, UK Journal of Statistical Computation and Simulation Publication details, including instructions for authors and subscription information: http://www.tandfonline.com/loi/gscs20 Booststrapped johansen tests for cointegration relationships: a graphical analysis Panagiotis Mantalos a & Ghazi Shukur b a Department of Statistics , Lund University , P.O. Box 743, Lund, S-22007, Sweden b department of Statistics , Göteborg University , P.O. Box 660, Göteborg, S-40530, Sweden Published online: 20 Mar 2007. To cite this article: Panagiotis Mantalos & Ghazi Shukur (2001) Booststrapped johansen tests for cointegration relationships: a graphical analysis, Journal of Statistical Computation and Simulation, 68:4, 351-371, DOI: 10.1080/00949650108812075 To link to this article: http://dx.doi.org/10.1080/00949650108812075 PLEASE SCROLL DOWN FOR ARTICLE Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”) contained in the publications on our platform. However, Taylor & Francis, our agents, and our licensors make no representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of the Content. Any opinions

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Page 1: Booststrapped johansen tests for cointegration relationships: a graphical analysis

This article was downloaded by: [Northeastern University]On: 18 November 2014, At: 19:53Publisher: Taylor & FrancisInforma Ltd Registered in England and Wales Registered Number:1072954 Registered office: Mortimer House, 37-41 Mortimer Street,London W1T 3JH, UK

Journal of StatisticalComputation and SimulationPublication details, including instructions forauthors and subscription information:http://www.tandfonline.com/loi/gscs20

Booststrapped johansentests for cointegrationrelationships: a graphicalanalysisPanagiotis Mantalos a & Ghazi Shukur ba Department of Statistics , Lund University ,P.O. Box 743, Lund, S-22007, Swedenb department of Statistics , Göteborg University ,P.O. Box 660, Göteborg, S-40530, SwedenPublished online: 20 Mar 2007.

To cite this article: Panagiotis Mantalos & Ghazi Shukur (2001) Booststrappedjohansen tests for cointegration relationships: a graphical analysis,Journal of Statistical Computation and Simulation, 68:4, 351-371, DOI:10.1080/00949650108812075

To link to this article: http://dx.doi.org/10.1080/00949650108812075

PLEASE SCROLL DOWN FOR ARTICLE

Taylor & Francis makes every effort to ensure the accuracy of allthe information (the “Content”) contained in the publications on ourplatform. However, Taylor & Francis, our agents, and our licensorsmake no representations or warranties whatsoever as to the accuracy,completeness, or suitability for any purpose of the Content. Any opinions

Page 2: Booststrapped johansen tests for cointegration relationships: a graphical analysis

and views expressed in this publication are the opinions and views ofthe authors, and are not the views of or endorsed by Taylor & Francis.The accuracy of the Content should not be relied upon and should beindependently verified with primary sources of information. Taylor andFrancis shall not be liable for any losses, actions, claims, proceedings,demands, costs, expenses, damages, and other liabilities whatsoeveror howsoever caused arising directly or indirectly in connection with, inrelation to or arising out of the use of the Content.

This article may be used for research, teaching, and private studypurposes. Any substantial or systematic reproduction, redistribution,reselling, loan, sub-licensing, systematic supply, or distribution in anyform to anyone is expressly forbidden. Terms & Conditions of accessand use can be found at http://www.tandfonline.com/page/terms-and-conditions

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