Lag optimisation and finite-sample size distortion of unit root tests
| Year of publication: |
2004
|
|---|---|
| Authors: | Cook, Steven ; Manning, Neil |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 84.2004, 2, p. 267-274
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