Rejoinder: A Note on Wavelet Correlation and Cointegration

3 Pages Posted: 24 Jul 2014

See all articles by Chee Kian Leong

Chee Kian Leong

University of Nottingham, Ningbo China

Date Written: July 23, 2014

Abstract

This rejoinder highlights some of the differences in the test approach adopted by Fernandez-Macho (2013) in his critique of Leong and Huang (2010) and those commonly found in the literature such as Granger and Newbold(1974), Phillips (1986) and Leong and Huang (2010).

Keywords: Wavelet; Cointegration; Time Series

JEL Classification: C12, C19, C22

Suggested Citation

Leong, Chee Kian, Rejoinder: A Note on Wavelet Correlation and Cointegration (July 23, 2014). Available at SSRN: https://ssrn.com/abstract=2470396 or http://dx.doi.org/10.2139/ssrn.2470396

Chee Kian Leong (Contact Author)

University of Nottingham, Ningbo China ( email )

199 Taikang East Road
Ningbo, Zhejiang 315100
China

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