Lag truncation and the local asymptotic distribution of the ADF test for a unit root
Crossref DOI link: https://doi.org/10.1007/s00362-017-0911-y
Published Online: 2017-05-11
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aylar, Emre
Smeekes, Stephan
Westerlund, Joakim
Funding for this research was provided by:
Lund University
Text and Data Mining valid from 2017-05-11
Article History
Received: 2 December 2016
Revised: 10 April 2017
First Online: 11 May 2017