Lag optimisation and finite-sample size distortion of unit root tests
Year of publication: |
2004
|
---|---|
Authors: | Cook, Steven ; Manning, Neil |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 84.2004, 2, p. 267-274
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven, (2004)
-
Unusual behavior of Dickey-Fuller tests in presence of trend mis-specification
Cook, Steven, (2002)
-
Cook, Steven, (2003)
- More ...