The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
A. M. Robert Taylor
| Year of publication: |
2000
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|---|---|
| Authors: | Taylor, Robert |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 62.2000, 2, p. 293-304
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: Oxford bulletin of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001510747