The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests

Oxford Bulletin of Economics and Statistics

Volumn 62, Issue 2, 2000, Pages 293-304

  Taylor, A M Robert ^a  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034371254     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00172     Document Type: Article

References (19)

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