Lag optimisation and finite-sample size distortion of unit root tests (Q1927551)

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Lag optimisation and finite-sample size distortion of unit root tests
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    title
    Lag optimisation and finite-sample size distortion of unit root tests (English)
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    author
    Steven Cook
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    Neil Manning
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    publication date
    1 January 2013
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    zbMATH DE Number
    6120339
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    OpenAlex ID
    W2030228075
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