Hello all, I am looking for complete table of critical values for cointegration unit root test as given in Engle and Yoo [ 1987] Ouliaris et al. [1989] MacKinnon [1991]
I usually find 1-5-10% values but no complete table. Would anybody have a source or monte-carlo code implementing this? Regards -- View this message in context: http://r.789695.n4.nabble.com/Cointegration-critical-value-tables-tp4299986p4299986.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
