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Unit Root tests in Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg43677] Unit Root tests in Mathematica
  • From: Mark Coleman <mark at markscoleman.com>
  • Date: Mon, 29 Sep 2003 01:47:54 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

I'm looking for Mathematica code implementing unit root tests from 
econometrics. Please drop me a line if you know a reference.

Thanks,

-Mark


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