A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806)
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scientific article; zbMATH DE number 6123802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple modification to improve the finite sample properties of Ng and Perron's unit root tests |
scientific article; zbMATH DE number 6123802 |
Statements
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (English)
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9 January 2013
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integrated processes
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truncation lag
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GLS detrending
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information criteria
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