TY  - JOUR 
AU  - Atil, Lynda
AU  - Fellag, Hocine
AU  - Sipols, Ana E.
AU  - Santos Martín, María Teresa
AU  - de Blas, Clara Simón
PY  - 2023
SN  - 0927-7099
UR  - http://hdl.handle.net/10366/156377
AB  - [EN]Traditional tests fail to detect the presence of nonlinearities in series that are cointegrated, so in this paper a new procedure for cointegration tests is proposed by modifying the two-step Engle and Granger (EG) test (Engle and Granger in...
LA  - eng
PB  - Springer
KW  - Cointegration test
KW  - Monte carlo
KW  - Times series
KW  - Error correction model
TI  - Non-linear Cointegration Test, Based on Record Counting Statistic.
T2  - Computational Economics
ER  -