Calculate numerical asymptotic distribution functions of likelihood ratio
statistics for fractional unit root tests and tests of cointegration rank.
For these distributions, the included functions calculate critical values
and P-values used in unit root tests, cointegration tests, and rank tests
in the Fractionally Cointegrated Vector Autoregression (FCVAR) model.
The functions implement procedures for tests described in the following articles:
Johansen, S. and M. Ø. Nielsen (2012)