tabs-unix.zip
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 | application/zip |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/76869c8a-8d60-4cd9-a4f1-c99f16cb734a/resource/b5a05177-bb3a-41bb-8139-2d57c526a69e/download/tabs-unix.zip |
Last updated | November 9, 2022 |
Created | November 9, 2022 |