Numerical distribution functions of fractional unit root and cointegration tests

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Original language	English
Journal	Journal of Applied Econometrics
Volume	29
Issue	1
Pages (from-to)	161-171
ISSN	0883-7252
DOIs	https://doi.org/10.1002/jae.2295
Publication status	Published - 2014

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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",

number = "1",

}

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T1 - Numerical distribution functions of fractional unit root and cointegration tests

AU - Mackinnon, James G.

AU - Nielsen, Morten Ørregaard

PY - 2014

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DO - 10.1002/jae.2295

M3 - Journal article

SN - 0883-7252

VL - 29

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EP - 171

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

IS - 1

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