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 ...

Asymptotic theory is developed for the residual empirical process of autoregressive distributed lag models with an intercept and possibly other deterministic terms. The asymptotic distribution is ...