Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests

Allan Gregory and Bruce Hansen ()

No 273256, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Demand and Price Analysis; Financial Economics (search for similar items in EconPapers)
Pages: 50
Date: 1992-11
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273256

DOI: 10.22004/ag.econ.273256

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