The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Christos Agiakloglou ; Paul Newbold
| Year of publication: |
1996
|
|---|---|
| Authors: | Agiakloglou, Christos N. |
| Other Persons: | Newbold, Paul (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 52.1996, 3, p. 229-234
|
| 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/10001212517