LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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- 1 November 2001
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 69 (6) , 1519-1554
- https://doi.org/10.1111/1468-0262.00256
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This publication has 15 references indexed in Scilit:
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