Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.
| Year of publication: |
1994
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|---|---|
| Authors: | Perron, P. ; Ng, S. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | unit roots | tests |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 22 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005545605