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White noise and other experiments on augmented Dickey-Fuller tests

Author: Kevin J Fox; University of New South Wales. School of Economics.
Publisher: Sydney, N.S.W. : University of New South Wales, School of Economics, 1995.
Series: Discussion paper (University of New South Wales. School of Economics), 95/45
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
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Document Type: Book
All Authors / Contributors: Kevin J Fox; University of New South Wales. School of Economics.
ISBN: 0733412912 9780733412912
OCLC Number: 38392174
Description: 38 p. ; 21 cm.
Series Title: Discussion paper (University of New South Wales. School of Economics), 95/45
Responsibility: by Kevin J. Fox.

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