The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag
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Publication:673193
DOI10.1016/S0165-1765(96)00866-XzbMath0900.90186WikidataQ126311873 ScholiaQ126311873MaRDI QIDQ673193
Christos Agiakloglou, Paul Newbold
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00866-x
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