Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
S. P. Burke
| Year of publication: |
1996
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|---|---|
| Authors: | Burke, Simon P. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 50.1996, 3, p. 315-321
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| Subject: | Schätztheorie | Estimation theory | Simulation | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| 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/10001197811