LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

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Journal

Title: Econometrica

Abbreviated Title: Econometrica

Publisher: Wiley-Blackwell

ISSN (Print): 0012-9682

ISSN (Electronic): 1468-0262

Publication date Created: November 2001

Publication date (Print): November 2001

Volume: 69

Issue: 6

Pages: 1519-1554

Article

DOI: 10.1111/1468-0262.00256

SO-VID: 3a0a7db1-1ec5-4a8b-a478-911fc31e9db2

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http://doi.wiley.com/10.1002/tdm_license_1.1

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