D-F, LM, and combined tests for a unit root in autoregressive time series

Author(s)

• 大屋, 幸輔 オオヤ, コウスケ
• 戸田, 裕之 トダ, ヒロユキ

Bibliographic Information

D-F, LM, and combined tests for a unit root in autoregressive time series

Kosuke Oya and Hiro Y. Toda

（Discussion papers in economics and business, 95-08）

Faculty of Economics and Osaka School of International Public Policy (OSIPP) Osaka University, 1995

Note

Includes bibliographical references (p. 10)

Details

• NCID: BA34978309
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Toyonaka
• Pages/Volumes: 17 p.
• Size: 21 cm
• Parent Bibliography ID:
  • BA34959723