✦ LIBER ✦

A simple modification to improve the finite sample properties of Ng and Perron's unit root tests

✍ Scribed by Pierre Perron; Zhongjun Qu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Panel unit root tests in the presence of

✍ S. De Silva; K. Hadri; A. R. Tremayne 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 250 KB

The Finite Sample Effects of Determinist

✍ A. M. R. Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB

On the use of Sub-sample Unit Root Tests

✍ A. M. Robert Taylor 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 168 KB