A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank | |||
Normal rank |
Latest revision as of 02:29, 6 July 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)
0 references
9 January 2013
0 references
integrated processes
0 references
truncation lag
0 references
GLS detrending
0 references
information criteria
0 references