Numerical distribution functions for unit root and cointegration tests
by James G. MacKinnon
| Year of publication: |
1995
|
|---|---|
| Authors: | MacKinnon, James G. |
| Publisher: |
Kingston, Ontario : Inst. for Economic Research, Queens Univ. |
| Subject: | Schätztheorie | Estimation theory | Simulation | Statistischer Test | Statistical test | Mathematische Optimierung | Mathematical programming | Einheitswurzeltest | Unit root test | Kointegration | Cointegration |
| Extent: | 23 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Institute for Economic Research, Queen's University. - Kingston, Ontario, ISSN 0316-5078, ZDB-ID 863062-8. - Vol. 918 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 14 - 15 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013400570