Do the Lag Lengths Matter in terms of Size And Power Properties of Nonlinear Unit Root Tests?


HEPSAĞ A.

in: Selected Topics in Applied Econometrics, Çağlayan Akay E., Korkmaz Ö., Editor, Peter Lang, Berlin, pp.149-159, 2019

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2019
  • Publisher: Peter Lang
  • City: Berlin
  • Page Numbers: pp.149-159
  • Editors: Çağlayan Akay E., Korkmaz Ö., Editor