A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806): Difference between revisions
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| Property / DOI: 10.1016/j.econlet.2006.06.009 / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2006.06.009 / rank | |||
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| Property / OpenAlex ID: W2065875419 / rank | |||
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| Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
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| Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank | |||
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| Property / DOI: 10.1016/J.ECONLET.2006.06.009 / rank | |||
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Latest revision as of 13:24, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple modification to improve the finite sample properties of Ng and Perron's unit root tests |
scientific article |
Statements
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (English)
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9 January 2013
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integrated processes
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truncation lag
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GLS detrending
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information criteria
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