D-F, LM, and combined tests for a unit root in autoregressive time series

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Bibliographic Information

Title
"D-F, LM, and combined tests for a unit root in autoregressive time series"
Statement of Responsibility
Kosuke Oya and Hiro Y. Toda
Publisher
  • Faculty of Economics and Osaka School of International Public Policy (OSIPP) Osaka University
Publication Year
  • 1995
Book size
21 cm

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Notes

Includes bibliographical references (p. 10)

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Details 詳細情報について

  • CRID
    1130282270876813824
  • NII Book ID
    BA34978309
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Toyonaka
  • Data Source
    • CiNii Books
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