Work

Numerical distribution functions of likelihood ratio tests for cointegration

Year: 1999

Type: article

Source: Journal of Applied Econometrics

DOI: 10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.3.co;2-i

Authors: James G. MacKinnon, Alfred A. Haug, Leo Michelis

Institutions: Queen's University, University of Canterbury, Toronto Metropolitan University

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: York University, Social Sciences and Humanities Research Council of Canada

OpenAlex ID: W4231045339

FWCI: 1.737

Cites: 19

Cited by: 300

Related to: 10