ur.ers-class: Representation of class `ur.ers'
Description
This class contains the relevant information by applying the Elliott,
Rothenberg & Stock unit root test.Extends
Class "urca", directly.References
Elliott, G., Rothenberg, T.J. and Stock, J.H. (1996), Efficient Tests
for an Autoregressive Unit Root, Econometrica,
Vol. 64, No. 4, 813--836.
MacKinnon, J.G. (1991), Critical Values for Cointegration Tests,
Long-Run Economic Relationships, eds. R.F. Engle and
C.W.J. Granger, London, Oxford, 267--276.
Download possible at: http://www.econ.ucsd.edu/papers/files/90-4.pdf.