readme.jgm.txt
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)
Metadata
Field | Value |
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Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/613ee685-c8e8-47be-9deb-89c066c0c3d7/resource/536210d9-364e-4b4b-bbad-53a581e2379b/download/readme.jgm.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |