The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
Year of publication: |
1996
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Authors: | Agiakloglou, C. ; Newbold, P. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 52.1996, 3, p. 229-234
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