Numerical Distribution Functions for Unit Root and Cointegration Tests

James MacKinnon

No 273322, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial Economics; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 27
Date: 1995-01
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Related works:
Journal Article: Numerical Distribution Functions for Unit Root and Cointegration Tests (1996)
Working Paper: Numerical Distribution Functions For Unit Root And Cointegration Tests (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273322

DOI: 10.22004/ag.econ.273322

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