Dickey-Fuller, Lagrange multiplier and combined tests for a unit root in autoregressive time series

Oya, Kosuke, Toda, Hiro Y. . Journal of Time Series Analysis 1998. 19 :325-347

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Bibtex

@article{CIS-150152,
  Author = {Oya, Kosuke and Toda, Hiro Y.},
  Title = {Dickey-Fuller, Lagrange multiplier and combined tests for a unit root in autoregressive time series},
  Journal = {Journal of Time Series Analysis},
  Volume = {19},
  Year = {1998},
  Pages = {325--347},
  Keywords = {}
}

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