Lag Order and Critical Values of the Augmented Dickey-Fuller Test
Year of publication: |
1995
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Authors: | Cheung, Yin-Wong ; Lai, Kon S. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 13.1995, 3, p. 277-280
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