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Title :Dickey-fuller (ADF) unit root testing: methods for the lag length selection
Creator :Komninakidis, Christodoulos C.
Contributor :Ioannidis, E. (Επιβλέπων καθηγητής)
Athens University of Economics and Business, Department of Statistics (Degree granting institution)
Publisher :Athens University of Economics and Business
Type :Text
Extent :264p.
Language :en
Abstract :Thesis - Athens University of Economics and Business. Postgraduate, Department of Statistics
Subject :Statistics
Differential equations
Theory
Calculus
Date Issued :06-2004

File: 76845.pdf

Type: application/pdf