Critical values for unit root and cointegration test statistics - the use of response surface equations
| Data(s) |
01/01/1998
|
|---|---|
| Resumo |
This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Taylor & Francis |
| Palavras-Chave | #Economics #Autoregressive Time-series #Dickey-fuller Test #Lag Order #Likelihood |
| Tipo |
Journal Article |
