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  "Title": "Testing Large VARs for the Presence of Cointegration",
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  "Description": "Conducts a cointegration test for high-dimensional vector\nautoregressions (VARs) of order k based on the large N,T\nasymptotics of Bykhovskaya and Gorin, 2022\n(<doi:10.48550/arXiv.2202.07150>). The implemented test is a\nmodification of the Johansen likelihood ratio test. In the\nabsence of cointegration the test converges to the partial sum\nof the Airy-1 point process. This package contains simulated\nquantiles of the first ten partial sums of the Airy-1 point\nprocess that are precise up to the first three digits.",
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  "Author": "Anna Bykhovskaya [aut], Vadim Gorin [aut], Eszter Kiss [cre,\naut]",
  "Repository": "https://eszter-kiss.r-universe.dev",
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