NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

By James G. MacKinnon, Morten Ørregaard Nielsen. 2010

64 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d5b23a0b1232ab8fd07bed4e6b74aaf6c15868e2