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Augmented Dickey-Fuller unit root tests and the use of information criteria

Simon P. Burke

Publication Data

Title Augmented Dickey-Fuller unit root tests and the use of information criteria
Author Simon P. Burke
Contributor
Publisher Department of Economics, University of Reading
Publication date 1993
Publication location Reading
Language English

Topics

Time-series analysis

Catalogue Data

OBNB ID GB9425675
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 29,[19]p.

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Augmented Dickey-Fuller unit root tests and the use of information criteria by Simon P. Burke. Published by Department of Economics, University of Reading in 1993. Publication and catalogue information, links to buy online and reader comments.

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