urcdist.f
Creators:
James G. MacKinnon
From the dataset abstract
This paper employs response surface regressions based on simulation experiments to calculate distribution functions for some well-known unit root and cointegration test statistics. The...
Source: Numerical distribution functions for unit root and cointegration tests (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | f |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/613ee685-c8e8-47be-9deb-89c066c0c3d7/resource/0d0700d7-f0f7-47af-bd0a-7c72a6604137/download/urcdist.f |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
