Critical values for unit root and cointegration test statistics - the use of response surface equations

Garry MacDonald

Applied Economics Letters, 1998, vol. 5, issue 12, 741-744

Abstract: This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

Date: 1998
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DOI: 10.1080/135048598353916

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