lrcdist.f
Creators:
James G. MacKinnon
;
Alfred A. Haug
;
Leo Michelis
From the dataset abstract
This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansen-type likelihood ratio tests for...
Source: Numerical distribution functions of likelihood ratio tests for cointegration (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | f |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/8dd57517-7b41-4d5c-90ab-abd83fa3bf07/resource/367163f1-5c34-4a55-800a-ff896cda43fa/download/lrcdist.f |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
