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)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | f |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/76869c8a-8d60-4cd9-a4f1-c99f16cb734a/resource/01b43abe-38d5-4a67-8683-e938493a34a1/download/urcdist.f |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
