Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Year of publication: 
19970501


Authors:  Ng, Serena ; Perron, Pierre 
Institutions:  Department of Economics, Boston College 
Subject:  unit root test  truncation lag  GLS detrending  information criteria 
Extent:  application/pdf 

Series:  
Type of publication:  Book / Working Paper 
Notes:  The text is part of a series Boston College Working Papers in Economics Number 369 43 pages 
Classification:  C2  Econometric Methods: Single Equation Models ; C3  Econometric Methods: Multiple/Simultaneous Equation Models ; C5  Econometric Modeling 
Source: 

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