Testing for unit roots using the augmented Dickey-Fuller test : some issues relating to the size, power and the lag structure of the test
R. I. D. Harris
| Year of publication: |
1992
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|---|---|
| Authors: | Harris, Richard I. D. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 38.1992, 4, p. 381-386
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| Subject: | Zeitreihenanalyse | Time series analysis | 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/10001125478