Online Appendix
Online Appendix
This Online Appendix provides more detailed results (critical values, power and size adjusted power simulations) that were omitted due to space limitations from the paper entitled: "Johansen-type Cointegration Tests with a Fourier Function" (joint with Junsoo Lee, Saban Nazlioglu, and Yan (Olivia) Lu.
This Online Appendix provides more detailed results (critical values, power and size adjusted power simulations) that were omitted due to space limitations from the paper entitled: "Johansen-type Cointegration Tests with a Fourier Function" (joint with Junsoo Lee, Saban Nazlioglu, and Yan (Olivia) Lu.
Detailed Critical Values:
Detailed Critical Values:
Cumulative Frequencies: Constant Model
Cumulative Frequencies: Trend Model
Cumulative Frequencies: Restricted Constant Model
Cumulative Frequencies: Restricted Trend Model
Additional Tables and Graphs: pdf