Lag optimisation and finite-sample size distortion of unit root tests
| Year of publication: |
2004
|
|---|---|
| Authors: | Cook, Steven ; Manning, Neil |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 84.2004, 2, p. 267-274
|
| Publisher: |
Elsevier |