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September 2, 2012Journal of Applied Econometrics

Numerical Distribution Functions of Fractional Unit Root and Cointegration Tests

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Authors

JMJames G. MacKinnonGoddard Space Flight CenterMNMorten Ørregaard NielsenUniversity of North Carolina at Chapel Hill

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MacKinnon et al. (2012) studied this question.

synapsesocial.com/papers/6a90f183d2f2d69b3a7452aahttps://doi.org/10.1002/jae.2295
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