Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
| Year of publication: |
1996
|
|---|---|
| Authors: | Hall, Alastair ; Lee, Tae Yoon |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 52.1996, 3, p. 247-255
|
| Publisher: |
Elsevier |