A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
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- Carsten Trenkler, 2003. "A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-9.
References listed on IDEAS
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- Carsten Trenkler, 2008.
"Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms,"
Springer, vol. 23(1), pages 19-39, January.
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- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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