Numerical distribution functions for unit root and cointegration tests
James G. MacKinnon
| Year of publication: |
1996
|
|---|---|
| Authors: | MacKinnon, James G. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 11.1996, 6, p. 601-618
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| Subject: | Stationaritätsanalyse | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Simulation | Theorie | Theory | Statistischer Test | Statistical test |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001211085