Distributions of error correction tests for cointegration (Q4416010)
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scientific article; zbMATH DE number 1961105
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| English | Distributions of error correction tests for cointegration |
scientific article; zbMATH DE number 1961105 |
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Distributions of error correction tests for cointegration (English)
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7 August 2003
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cointegration
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critical value
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error correction
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response surface
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0.8455522060394287
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0.8136351704597473
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0.8127967715263367
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0.8127967715263367
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0.8077945113182068
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