✦ LIBER ✦

Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type

✍ Scribed by S.P. Burke

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

LAG Length Selection and the Constructio

✍ Serena Ng; Pierre Perron 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 294 KB

The Finite Sample Effects of Determinist

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

The balance between size and power in Di

✍ Christos Agiakloglou; Paul Newbold 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 603 KB