Econometrics Journal (2002), volume 5, pp. 285–318. Distributions of error correction tests for cointegration N EIL R. E RICSSON† AND JAMES G. M AC K INNON‡ † Stop

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Date: 2003-01-08 10:39:32 Mathematical finance Statistical tests Parametric statistics Cointegration Johansen test T-statistic Vector autoregression Regression analysis Autoregressive conditional heteroskedasticity Statistics Econometrics Time series analysis		Econometrics Journal (2002), volume 5, pp. 285–318. Distributions of error correction tests for cointegration N EIL R. E RICSSON† AND JAMES G. M AC K INNON‡ † Stop Add to Reading List Source URL: qed.econ.queensu.ca Download Document from Source Website File Size: 461,21 KB Share Document on Facebook

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