Unit Root Tests in ARMA Models With Data-Dependent Methods for the Selection of the Truncation Lag
| Year of publication: |
1995
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|---|---|
| Authors: | Ng, Serena ; Perron, Pierre |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 90.1995, 429, p. 268-281
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