@article{ajams2018641,
author={Ayinla, Alayande Semiu},
title={Why Segregating Cointegration Test?},
journal={American Journal of Applied Mathematics and Statistics},
volume={6},
number={4},
pages={121--125},
year={2018},
url={http://pubs.sciepub.com/ajams/6/4/1},
issn={2328-7292},
abstract={This paper resolves the conflicts that exist between various cointegration tests for cases when different tests for cointegration provide different answers under the same data set. The tests considered are, Augumented Dickey Fuller (ADF) test, Hansen L<SUB>c</SUB> test, Johansen¡¯s test, and Stock and Watson (SW) test. The Monte Carlo experiments conducted show that the Stock Watson and Johansen tests can be grouped together while ADF test significantly shows different performances from that of Hansen L<SUB>c</SUB> test.},
doi={10.12691/ajams-6-4-1}
publisher={Science and Education Publishing}
}