Extended Critical Values for a Simple Test for Cointegration

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dc.contributor.authorSephton, Peter, S.
dc.date.accessioned2023-06-07T18:58:24Z
dc.date.available2023-06-07T18:58:24Z
dc.description.abstractLeybourne and McCabe (1993) have extended the Kwiatkowski et al (1992) stationarity test to examine the null hypothesis of cointegration. The purpose of this note is to provide an extended set of critical values for use in applied research.
dc.description.noteFor Publication date, only 'November 1994' given
dc.identifier.urihttps://unbscholar.lib.unb.ca/handle/1882/32028
dc.language.isoEnglish
dc.rightshttp://purl.org/coar/access_right/c_16ec
dc.titleExtended Critical Values for a Simple Test for Cointegration
dc.typesenior report
thesis.degree.levelundergraduate

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