Lag length selection in DF-GLS unit root tests (Q3072393)
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scientific article; zbMATH DE number 5844583
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lag length selection in DF-GLS unit root tests |
scientific article; zbMATH DE number 5844583 |
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Lag Length Selection in DF-GLS Unit Root Tests (English)
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3 February 2011
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DF-GLS
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lag length selection
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real exchange rates
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time series
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unit root tests
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0.8694376945495605
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0.8548723459243774
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0.8100363612174988
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0.8100170493125916
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0.8005090951919556
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