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Journals:
Journal of Applied Econometrics
Volumes:
11
Issues:
6
James G. MacKinnon
Numerical distribution functions for unit root and cointegration tests (repli...
This paper employs response surface regressions based on simulation experiments to calculate distribution functions for some well-known unit root and cointegration test...
DOI:10.15456/jae.2022313.1255050428
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