Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
1992
Files
Details
Title
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
Keywords
Author(s)
Gregory, Allan W.
Hansen, Bruce E.
Hansen, Bruce E.
Subject(s)
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
C15
C22
C52
Series Statement
Working Paper No. 862