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2008 Jun 24
9
R help
Dear Sir/Madam, I found your email address and your correspondence with R-users. I hope you could help me with this question about the function "ur.ers" in the package of "urca". It is an improved unit root test (Elliott et al. 1996 Econometrica). Do you know how to extract the value of the test statistic from the output? The only thing I can get is the print-out of all