The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
Year of publication: |
2000
|
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Authors: | Taylor, Robert |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 62.2000, 2, p. 293-304
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
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