LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (Q4531042)

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scientific article; zbMATH DE number 1746857
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English
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
scientific article; zbMATH DE number 1746857

    Statements

    title
    LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (English)
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    author
    Serena Ng
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    Pierre Perron
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    published in
    Econometrica
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    publication date
    28 May 2002
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    Identifiers

    zbMATH DE Number
    1746857
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