Data set for Denmark, Johansen & Juselius (1990)
Data set for Finland, Johansen & Juseliues (1990)
Data set used by Dickey, Jansen & Thornton (1994)
Data set used by Holden and Perman (1994)
Data set for the United Kingdom: ppp and uip
Likelihood ratio test for restrictions on alpha and beta
Likelihood ratio test for restrictions on alpha
Likelihood ratio test for restrictions under partly known beta
Likelihood ratio test for restrictions under partly known beta in
a subspace
Likelihood ratio test for restrictions on beta
Testing Cointegrating Rank with Level Shift at Unknown time
Likelihood ratio test for no linear trend in VAR
Methods for Function plot in Package urca
Methods for Function show in Package 'urca'
Function to show objects of classes for unit root tests
Methods for Function summary in Package 'urca'
Elliott, Rothenberg & Stock Unit Root Test
Class 'urca'. Parent of classes in package 'urca'
Critical values for Schmidt & Phillips Unit Root Test

data set ECB money demand macroeconomic data Eurozone

data set Nelson Plosser macroeconomic variables

VECM OLS Loading Johansen Juselius Cointegration Co-integration

VECM OLS Johansen Juselius Cointegration Co-integration

VECM Test Linear Trend Johansen Juselius