Last data update: 2014.03.03

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coeffs_ct (Package: CADFtest) : Tables of coefficients to compute p-values

These tables contain the response surface coefficients needed to compute the p-value of Hansen's CADF test (see Costantini et al., 2007; Lupi, 2009). coeffs_ct, coeffs_c, coeffs_nc are the relevant tables for the constant plus trend, constant, and no constant case, respectively.
● Data Source: CranContrib
● Keywords: datasets
● Alias: coeffs_c, coeffs_ct, coeffs_nc
● 0 images