Numerical distribution functions of fractional unit root and cointegration tests
Year of publication: |
2010-08-03
|
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Authors: | MacKinnon, James G. ; Nielsen, Morten Ørregaard |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Cofractional process | fractional unit root | fractional cointegration | response surface regression | cointegration rank | numerical distribution function | model averaging |
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