TY - JOUR TI - Numerical distribution functions of likelihood ratio tests for cointegration AU - James G. MacKinnon AU - Alfred A. Haug AU - Leo Michelis JO - Journal of Applied Econometrics PY - 1999 VL - 14 IS - 5 DO - 10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-r UR - https://doi.org/10.1002/(sici)1099-1255(199909/10)14:5%3C563::aid-jae530%3E3.0.co;2-r ER -