Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:02, 5 March 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 |
Statements
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (English)
0 references
27 February 1997
0 references
Lag truncation
0 references
Long-run variance
0 references
Unit root test
0 references
