A simple modification to improve the finite sample properties of Ng and Perrons's unit root tests
Pierre Perron, Zhongjun Qu
| Year of publication: |
2007
|
|---|---|
| Authors: | Perron, Pierre ; Qu, Zhongjun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 1, p. 12-19
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003403999