Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
| Year of publication: |
1999
|
|---|---|
| Authors: | MacKinnon, J.G. ; Haug, A.A. ; Michelis, L. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 14.1999, 5, p. 563-578
|