MacKinnon: MacKinnon (1994) Table 3
In efriedland/friedland: Making Functions Do Your Econometrics For You
Usage
Format
Source
References
Examples
Usage
1
Format
A data frame with 18 observations on the following 6 variables.
gamma0 come back to these
gamma1a numeric vector
gamma2.10.2a numeric vector
X.p.phat.a numeric vector
Tau_uppera numeric vector
Tau_mina numeric vector
Source
MacKinnon, J. G. (1994), “Approximate asymptotic distribution functions for unitroot and cointegration tests,” Journal of Business and Economic Statistics, 12, 167–176.
http://qed.econ.queensu.ca/working_papers/papers/qed_wp_861.pdf
References
Might be out of date. Please visit: http://qed.econ.queensu.ca/working_papers/papers/qed_wp_1227.pdf
Examples
1
2
efriedland/friedland documentation built on Feb. 9, 2021, 11:53 a.m.
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Usage Format Source References Examples
Usage
1 |
Format
A data frame with 18 observations on the following 6 variables.
gamma0come back to these
gamma1a numeric vector
gamma2.10.2a numeric vector
X.p.phat.a numeric vector
Tau_uppera numeric vector
Tau_mina numeric vector
Source
MacKinnon, J. G. (1994), “Approximate asymptotic distribution functions for unitroot and cointegration tests,” Journal of Business and Economic Statistics, 12, 167–176. http://qed.econ.queensu.ca/working_papers/papers/qed_wp_861.pdf
References
Might be out of date. Please visit: http://qed.econ.queensu.ca/working_papers/papers/qed_wp_1227.pdf
Examples
1 2 |
R Package Documentation
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