jgm-data.dat
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 | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/76869c8a-8d60-4cd9-a4f1-c99f16cb734a/resource/33057cf9-9140-41af-af29-0831dac06394/download/jgm-data.dat |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
