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 |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/76869c8a-8d60-4cd9-a4f1-c99f16cb734a/resource/b47844e7-b2e3-465a-b2db-a5cad4ef532e/download/readme.jgm.txt |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
