✦ LIBER ✦

NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

✍ Scribed by James G. MacKinnon; Morten Ørregaard Nielsen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical distribution functions of like

✍ James G. MacKinnon; Alfred A. Haug; Leo Michelis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

Unit root and cointegration tests on the

✍ C. S. Pyun; Richard D. Evans 📂 Article 📅 1993 🏛 Springer US 🌐 English ⚖ 654 KB

Distribution Approximation of Unit Root

✍ Rolf Larsson 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

The Asymptotic Distribution of Unit Root

✍ Bent Nielsen 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 88 KB

Testing for unit roots, causality, coint

✍ Yohannes Kebede Gebre-Mariam 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 203 KB

A Re-examination of the Balassa–Samuelso

✍ Imed Drine; Christophe Rault 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB