This article develops new t and F tests in a low-frequency transformed triangular cointegrating regression when one may not be certain that the economic variables are exact unit root pro
The evaluation of multi-step-ahead density forecasts is complicated by the serial correlation of the corresponding probability integral transforms. In the literature, three testing approaches can be f
There are a number of econometrics tools to deal with the different types of situations in which cointegration can appear: I(1), I(2), seasonal, polyno- mial, etc. There are also different kinds of Ve
