A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
| Year of publication: |
2007
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|---|---|
| Authors: | Perron, Pierre ; Qu, Zhongjun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 94.2007, 1, p. 12-19
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