Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Year of publication: |
1996
|
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Authors: | Burke, Simon P. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 50.1996, 3, p. 315-321
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Subject: | Schätztheorie | Estimation theory | Simulation | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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