fracdist-64
Creators:
James G. MacKinnon
;
Morten Ørregaard Nielsen
From the dataset abstract
We calculate, by simulations, numerical asymptotic distribution functions of likelihood ratio tests for fractional unit roots and cointegration rank. Because these distributions depend on...
Source: NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | unknown |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/f944549d-3e91-4ca2-a362-89f262674d67/resource/1ae4b4d6-b690-458c-9279-ad19377d6034/download/fracdist-64 |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
