Lag optimisation and finite-sample size distortion of unit root tests
Date first appeared online | |
DOI | 10.1016/j.econlet.2004.02.010 |
Authors | Cook S. |
Journal Name | Economics Letters |
Volume | 84 |
Date first appeared online | |
DOI | 10.1016/j.econlet.2004.02.010 |
Authors | Cook S. |
Journal Name | Economics Letters |
Volume | 84 |