Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232): Difference between revisions
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Revision as of 23:21, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type |
scientific article |
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Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (English)
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27 February 1997
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Lag truncation
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Long-run variance
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Unit root test
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