Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.
| Year of publication: |
1994
|
|---|---|
| Authors: | Ng, S. ; Perron, P. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | econometrics | unit roots |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 39 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005133048