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, S. P. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 50.1996, 3, p. 315-321
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Publisher: |
Elsevier |
Saved in:
Online Resource
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