Critical values for unit root and cointegration test statistics - the use of response surface equations

Authors
Macdonald, GA
Citation
Ga. Macdonald, Critical values for unit root and cointegration test statistics - the use of response surface equations, APPL ECON L, 5(12), 1998, pp. 741-744
Citations number
16
Categorie Soggetti
Economics
Journal title
APPLIED ECONOMICS LETTERS
ISSN journal
13504851 → ACNP
Volume
5
Issue
12
Year of publication
1998
Pages
741 - 744
Database
ISI
SICI code
1350-4851(199812)5:12<741:CVFURA>2.0.ZU;2-7
Abstract
This note considers the value of surface response equations which can be us ed to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.