Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type |
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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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