Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests

Gregory, Allan W.; Hansen, Bruce E.

1992

Formats

Title

Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests

Keywords

Author(s)

Subject(s)

Issue Date

1992-11

Publication Type

Working or Discussion Paper

DOI and Other Identifiers

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