[R-SIG-Finance] [R-sig-finance] Looking for critical values for Johansen's trace test

RON70 ron_michael70 at yahoo.com
Mon Aug 24 14:15:24 CEST 2009

Hi can anyone please help me on where to get table for critical values for
Johansen's Trace test for testing co-integration rank, for different type of
deterministic terms? I already have looked into Hamilton's book however
could not find what I want.

Your help will be highly appreciated.

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