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Volumes:
14
Journals:
Journal of Applied Econometrics
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James G. MacKinnon
;
Alfred A. Haug
;
Leo Michelis
Numerical distribution functions of likelihood ratio tests for cointegration ...
This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansen-type likelihood ratio tests for...
DOI:10.15456/jae.2022314.0707472522
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