Ericsson, Neil R and Mackinnon, James G <br/><br/>
Distributions of error correction tests for cointegration 
 J5309  2002 

 -  2002 
 - 285-318  V.  05  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Cointegration;Critical value;Distribution function;Error correction;Monte Carlo;Response surface;