Template-Type: ReDIF-Paper 1.0 Number: 1997-W11 Handle: RePEc:nuf:econwp:9711 Title: A Convenient Approximation to the Asymptotic Distribution of Cointegration test Author-Name: Jurgen Doornik Author-Workplace-Homepage: http://www.doornik.com File-URL: http://www.nuff.ox.ac.uk/users/doornik/papers/coigamma.ps File-Format: application/postscript File-URL: http://www.nuff.ox.ac.uk/users/doornik/papers/coigamma.zip File-Format: application/zipped