Lag order and critical values of unit root tests
Subtitle: two essays
By: Yin-Wong Cheung and Kon S. Lai.
Contributors: Lai, KonS.; City Polytechnic of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City Polytechnic of Hong Kong. Department of Economics and Finance) -- no.57
Publisher: City Polytechnic of Hong Kong, Department of Economics and Finance
Published: 1994
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 18
Subjects: Econometrics.
Notes: Includes bibliographical references (p9-10).
Table of contents: value: Contains two essays: 'Lag order and critical values of the augmented Dickey-Fuller test' and 'Lag order and critical values of a modified Dickey-Fuller test'.