Lag optimisation and finite-sample size distortion of unit root tests
Steven Cook; Neil Manning
| Year of publication: |
2004
|
|---|---|
| Authors: | Cook, Steven ; Manning, D. N. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 84.2004, 2, p. 267-274
|
| Subject: | Einheitswurzeltest | Unit root test | Lag-Modell | Lag model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002116706