Alternative strategies for "augmenting" the Dickey-Fuller test : size-robustness in the face of pre-testing
Johannah L. Dods ; David E. A. Giles
| Year of publication: |
1994
|
|---|---|
| Authors: | Dods, Johannah L. ; Giles, David E. A. |
| Publisher: |
[Victoria, British Columbia] |
| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test |
| Extent: | 21 S |
|---|---|
| Series: | Discussion paper. - Victoria, British Columbia, Canada : [Department of Economics, The University of Victoria], ZDB-ID 2930249-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000970179