A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806)

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A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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    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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