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A Small Sample Correction of the Dickey-Fuller Test

ISBN: 978-0-44451-633-6, eISBN: 978-1-84950-830-8

Publication date: 1 January 2004

Citation

Johansen, S. (2004), "A Small Sample Correction of the Dickey-Fuller Test", Welfe, A. (Ed.) New Directions in Macromodelling (Contributions to Economic Analysis, Vol. 269), Emerald Group Publishing Limited, Leeds, pp. 49-68. https://doi.org/10.1016/S0573-8555(04)69003-l

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Emerald Group Publishing Limited

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