Lag order and critical values of a modified Dickey-Fuller test
Yin-Wong Cheung and Kon S. Lai
| Year of publication: |
1995
|
|---|---|
| Authors: | Cheung, Yin-Wong |
| Other Persons: | Lai, Kon S. (contributor) |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 57.1995, 3, p. 411-419
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001183768