The balance between size and power in Dickey-Fuller tests...

The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag

Christos Agiakloglou, Paul Newbold
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Volume:
52
Year:
1996
Language:
english
DOI:
10.1016/s0165-1765(96)00866-x
File:
PDF, 603 KB
english, 1996
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