Journal article 1349 views
Lag optimisation and finite-sample size distortion of unit root tests
Steve Cook 
,
Neil Manning
,
Neil Manning
Economics Letters, Volume: 84, Issue: 2
Swansea University Author:
Steve Cook
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.econlet.2004.02.010
Abstract
Lag optimisation and finite-sample size distortion of unit root tests
| Published in: | Economics Letters |
|---|---|
| ISSN: | 0165-1765 |
| Published: |
2004
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15334 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
2 |
| End Page: |
274 |