Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests

James MacKinnon

No 273255, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 26
Date: 1992-11
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Related works:
Journal Article: Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)
Working Paper: Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273255

DOI: 10.22004/ag.econ.273255

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