"Lag Length Selection in DF-GLS Unit Root Tests."

Shaowen Wu (2010)

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DOI: 10.1080/03610918.2010.508143

access: closed

type: Journal Article

metadata version: 2020-05-10

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Shaowen Wu:
Lag Length Selection in DF-GLS Unit Root Tests. Commun. Stat. Simul. Comput. 39(8): 1590-1604 (2010)

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