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Finding significant gaps in univariate distributions

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  • Richard Goldstein

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  • Richard Goldstein, 1995. "Finding significant gaps in univariate distributions," Stata Technical Bulletin, StataCorp LP, vol. 4(21).
    • Handle: RePEc:tsj:stbull:y:1995:v:4:i:21:sed8
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    References listed on IDEAS

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    1. Sean Becketti & Charles S. Morris, 1993. "Reduced form evidence on the substitutability between bank and nonbank loans," Research Working Paper 93-18, Federal Reserve Bank of Kansas City.
    2. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    3. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-472, August.
    4. Sean Becketti, 1994. "A library of time series programs for Stata," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
    5. Craig S. Hakkio, 1994. "Approximate p-values for unit root and cointegration tests," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
    6. Sean Becketti, 1994. "A library of time series programs for Stata (Update)," Stata Technical Bulletin, StataCorp LP, vol. 3(18).
    7. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    8. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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