Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
| Autor: | Ng, Serena, Perron, Pierre |
|---|---|
| Zdroj: | Econometrica, 2001 Nov 01. 69(6), 1519-1554. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Ng, Serena, Perron, Pierre |
|---|---|
| Zdroj: | Econometrica, 2001 Nov 01. 69(6), 1519-1554. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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