James G. MacKinnon

Queen's University - Department of Economics

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Kingston K7L 3N6, Ontario

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Distributions of Error Correction Tests for Cointegration

Number of pages: 48 Posted: 11 Aug 2000
Neil R. Ericsson and James G. MacKinnon
Board of Governors of the Federal Reserve System and Queen's University - Department of Economics
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Abstract:

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critical value, distribution function, Monte Carlo, response surface