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TAM PUI SUN [1]
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Journal article [1]
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2012 [1]
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英語English [1]
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Applied Economic... [1]
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Finite-sample distribution of the augmented Dickey-Fuller test with lag optimization
Journal article
Pui Sun Tam. Finite-sample distribution of the augmented Dickey-Fuller test with lag optimization[J]. Applied Economics, 2012, 45(24), 3495–3511.
Authors:
Pui Sun Tam
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TC[WOS]:
2
TC[Scopus]:
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IF:
1.8
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2.2
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Submit date：2019/11/01
Unit Root Test
Lag Optimization
Response Surface
Monte Carlo
