A Fixed-b Perspective on the Phillips-Perron Unit Root Tests
Year of publication: |
2011-07
|
---|---|
Authors: | Vogelsang, Timothy J. ; Wagner, Martin |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Nonparametric kernel estimator | long run variance | detrending | one-step | two-step |
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