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A simple modification to improve the finite sample properties of Ng and Perrons's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10003403999
Cover Image
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10007390898