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Distributions of error correction tests for cointegration

Ericsson, Neil R and Mackinnon, James G

Distributions of error correction tests for cointegration J5309 2002 - 2002 - 285-318 V. 05 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Cointegration;Critical value;Distribution function;Error correction;Monte Carlo;Response surface;

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