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  1. Hansen, Peter Reinhard [Author]; Johansen, Søren [Author]

    Workbook on cointegration - [1. publ.]

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    Oxford [u.a.]: Oxford Univ. Press, 1998

    Published in: Advanced texts in econometrics- Workbook on cointegration

  2. Sibbertsen, Philipp [Other]; Krämer, Walter [Other]

    The power of the KPSS-test for cointegration when residuals are fractionally integrated

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    Hannover: Fachbereich Wirtschaftswiss., Univ., 2005

    Published in: Universität Hannover: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät ; 31800

  3. Peters, Andrea [Author]; Sibbertsen, Philipp [Author]

    Robust tests on fractional cointegration - [Version June 2001]

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    Dortmund: SFB 475, Universität Dortmund, 2001

    Published in: Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen: Technical report ; 2001029