Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests

• 1 April 1994
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 12  (2) , 167
• https://doi.org/10.2307/1391481

Abstract

Keywords

• UNIT ROOT
• COINTEGRATION TESTS
• APPROXIMATE ASYMPTOTIC DISTRIBUTION

All Related Versions

• Version 1, RePEc (Unconfirmed version)