Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
| Year of publication: |
1996
|
|---|---|
| Authors: | Hall, A. ; Lee, T.Y. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 52.1996, 3, p. 247-256
|