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Applied Economics Letters Volume 15, 2008 - Issue 10
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Original Articles

On the size of the DF–GLS test

Dimitrios V. Vougas Department of Economics, University of Wales Swansea, Singleton Park, Swansea, SA2 8PP, UKCorrespondence[email protected]
Pages 777-780 | Published online: 01 Aug 2008

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P. S. Sephton. (2012) Breaking deterministics, test size and the efficient Wald test for fractional unit roots. Applied Economics Letters 19:1, pages 83-85.
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