Numerical distribution functions of fractional unit root and cointegration tests

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Originalsprog	Engelsk
Tidsskrift	Journal of Applied Econometrics
Vol/bind	29
Nummer	1
Sider (fra-til)	161-171
ISSN	0883-7252
DOI	https://doi.org/10.1002/jae.2295
Status	Udgivet - 2014

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@article{79a2966051454b5b9cb5444888ef7c24,

title = "Numerical distribution functions of fractional unit root and cointegration tests",

author = "Mackinnon, {James G.} and Nielsen, {Morten {\O}rregaard}",

year = "2014",

doi = "10.1002/jae.2295",

language = "English",

volume = "29",

pages = "161--171",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

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AU - Mackinnon, James G.

AU - Nielsen, Morten Ørregaard

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