Critical Values for Cointegration Tests
Year of publication: |
2010-01
|
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Authors: | MacKinnon, James G. |
Institutions: | Economics Department, Queen's University |
Subject: | unit root test | Dickey-Fuller test | Engle-Granger test | ADF test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 1227 17 pages |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Critical values for cointegration tests
MacKinnon, James G., (2010)
-
Critical Values for Cointegration Tests
MacKinnon, James G., (1990)
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Critical values for cointegration tests
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Wild cluster bootstrap confidence intervals
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Approximate Bias Correction in Econometrics
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