lrcdist.f
Creators:
James G. MacKinnon
;
Alfred A. Haug
;
Leo Michelis
From the dataset abstract
This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansen-type likelihood ratio tests for...
Source: Numerical distribution functions of likelihood ratio tests for cointegration (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | f |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/fa750dfa-21e8-408f-ad48-a4f16d485899/resource/3d13944f-dc8b-4da1-815e-08015730dc01/download/lrcdist.f |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
