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Approximate p-values for unit root and cointegration tests

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  • Craig S. Hakkio

Abstract

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Suggested Citation

  • Craig S. Hakkio, 1994. "Approximate p-values for unit root and cointegration tests," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
  • Handle: RePEc:tsj:stbull:y:1994:v:3:i:17:sts6
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    File URL: http://stata-press.com/journals/stbcontents/stb17.pdf
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    Cited by:

    1. Sean Becketti, 1995. "New associate editors," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    2. William Gould, 1995. "Computerized index for the STB (Update)," Stata Technical Bulletin, StataCorp LP, vol. 4(19).
    3. Ken Heinecke & Charles Morris, 1995. "Johansen's test for cointegration," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    4. David W. Wormuth, 1995. "Stata listserver available," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    5. Patrick Royston & Douglas G. Altman, 1995. "Using fractional polynomials to model curved regression relationships," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    6. Richard Goldstein, 1995. "Finding significant gaps in univariate distributions," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    7. Tim McGuire & Joel A. Harrison, 1995. "Direct Standardization," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    8. Daniel Feenberg, 1995. "Updated CPS labor extracts available," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    9. William Gould, 1995. "Faster and easier bootstrap estimation," Stata Technical Bulletin, StataCorp LP, vol. 4(21).

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