The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-selection in Unit Root Tests

✍ Scribed by A. M. R. Taylor

• Book ID: 111754002
• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 156 KB
• Volume: 62
• Category: Article
• ISSN: 0140-5543
• DOI: 10.1111/1468-0084.00172