Testing for unit roots using the augmented Dickey-Fuller test: Some issues relating to the size, power and the lag structure of the test

Authors
R.I.D. Harris
Citation
R.I.D. Harris, Testing for unit roots using the augmented Dickey-Fuller test: Some issues relating to the size, power and the lag structure of the test, Economics letters, 38(04), 1992, pp. 381
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
38
Issue
04
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)38:04<381:TFURUT>2.0.ZU;2-3