LAG Length Selection and the Construction of Unit Root...

Econometrica 2001 Vol. 69; Iss. 6

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perron
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Volume:
69
Year:
2001
Language:
english
Pages:
36
DOI:
10.1111/1468-0262.00256
File:
PDF, 294 KB
english, 2001
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