The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
| Year of publication: |
1996
|
|---|---|
| Authors: | Agiakloglou, Christos ; Newbold, Paul |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 52.1996, 3, p. 229-234
|
| Publisher: |
Elsevier |