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: | Département de Sciences Économiques, Université de Montréal |
| Subject: | ECONOMETRICS | UNIT ROOTS |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 39 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005729657