A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
| Year of publication: |
2007
|
|---|---|
| Authors: | Perron, Pierre ; Qu, Zhongjun |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 94.2007, 1, p. 12-19
|
| Publisher: |
Elsevier |