The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study
H Ferrer-Pérez, MI Ayuda, A Aznar
Communications in Statistics-Simulation and Computation, 1-11 (2019)
H Ferrer-Pérez, MI Ayuda, A Aznar
Communications in Statistics-Simulation and Computation, 1-11 (2019)