Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test
| Year of publication: |
1997
|
|---|---|
| Authors: | Cheung, Yin-Wong ; Lai, Kon S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 13.1997, 5, p. 679-691
|