Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation
| Year of publication: |
1999
|
|---|---|
| Authors: | Oke, T. ; Lyhagen, J. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 30.1999, 4, p. 457-469
|
| Publisher: |
Elsevier |