Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232)
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scientific article; zbMATH DE number 984318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type |
scientific article; zbMATH DE number 984318 |
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Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (English)
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27 February 1997
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Lag truncation
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Long-run variance
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Unit root test
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0.9098872
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0.88036203
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0.87806714
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0.8771206
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0.87661105
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0.87614596
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0.8732338
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0.8658469
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