مرکز منطقه ای اطلاع رساني علوم و فناوري - Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation

Title of article :

Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation

Author/Authors :

T. Oke، نويسنده , , J. Lyhagen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

457

To page :

469

Keywords :

Pre-test , Unit root tests , Information criteria

Journal title :

Computational Statistics and Data Analysis

Serial Year :

1999

Journal title :

Computational Statistics and Data Analysis

Record number :

153755

Link To Document :