Numerical Distribution Functions for Unit Root and Cointegration Tests
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- James G. MacKinnon, 1995. "Numerical Distribution Functions For Unit Root And Cointegration Tests," Working Paper 918, Economics Department, Queen's University.
References listed on IDEAS
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More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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