"The sensitivity of unit root tests to the initial condition and to the lag ..."

Hugo Pérez-Vicente, María Isabel Ayuda, Antonio Aznar (2021)

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DOI: 10.1080/03610918.2019.1577967

access: closed

type: Journal Article

metadata version: 2021-05-25

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Hugo Pérez-Vicente, María Isabel Ayuda, Antonio Aznar:
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study. Commun. Stat. Simul. Comput. 50(4): 1062-1072 (2021)

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