Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Volumes: 14 Formats: EXE 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 TXT f EXE for ZIP
