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Lag optimisation and finite-sample size distortion of unit root tests

Steve Cook Orcid Logo, Neil Manning

Economics Letters, Volume: 84, Issue: 2

Swansea University Author: Steve Cook Orcid Logo

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Published in: Economics Letters
ISSN: 0165-1765
Published: 2004
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College: Faculty of Humanities and Social Sciences
Issue: 2
End Page: 274