Finite-sample critical values of the augmented Dickey-Fuller statistic : a note on lag order
Steven Cook
| Year of publication: |
2001
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|---|---|
| Authors: | Cook, Steven |
| Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 13279294. - Vol. 6.2001, 2, p. 31-38
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: Economic issues |
| Source: |
Persistent link: https://www.econbiz.de/10009905326