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isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Lai, Kon-sun"
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Lai, Kon-sun
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Journal of the Royal Statistical Society
Oxford bulletin of economics and statistics
Econometric theory
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
3
,
pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
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