Home > Queen's University - Department of Economics > Queen's Economics Department Working Papers > Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
 

Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests

Gregory, Allan W. ; Hansen, Bruce E.

Keywords:
level shift ; regime shift ; cointegration ; Brownian motion
Subject(s):
Demand and Price Analysis
Financial Economics
Issue Date:
1992-11
Publication Type:
Working or Discussion Paper
DOI and Other Identifiers:
10.22004/ag.econ.273256
Record Identifier:
https://ageconsearch.umn.edu/record/273256
Language:
English
Total Pages:
50
JEL Codes:
C12; C15; C22; C52
Series Statement:
Working Paper No. 862

Record appears in:
Queen's University - Department of Economics > Queen's Economics Department Working Papers



 Record created 2018-05-31, last modified 2020-10-28

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