This is a preview. Log in through your library . Abstract Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have ...

Although recent articles have stressed the importance of testing for unit roots and cointegration in time-series analysis, practitioners have been left without a straightforward procedure to implement ...

Since dynamic regression equations are often obtained from rational distributed lag models and include several lagged values of the dependent variable as regressors, high order serial correlation in ...