Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.
| Year of publication: |
1994
|
|---|---|
| Authors: | Perron, P. ; Ng, S. |
| Institutions: | Département de Sciences Économiques, Université de Montréal |
| Subject: | UNIT ROOTS | TESTS |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005729896