Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (Q1292221)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. |
scientific article |
Statements
Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation. (English)
0 references
20 June 1999
0 references
Information criteria
0 references
Pre-test
0 references
Unit root tests
0 references
0 references
0 references
