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REJOINDER (Q3181941)

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scientific article
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REJOINDER
scientific article

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    instance of
    scholarly article
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    title
    REJOINDER (English)
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    author
    David I. Harvey
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    Stephen J. Leybourne
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    A. M. Robert Taylor
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    published in
    Econometric Theory
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    publication date
    30 September 2009
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    MaRDI profile type
    MaRDI publication profile
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    cites work
    Ancillaries and conditional inference (with comments and rejoinder)
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    LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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    A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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    Minimizing the impact of the initial condition on testing for unit roots
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    full work available at URL
    https://doi.org/10.1017/s0266466608090245
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    Identifiers

    zbMATH Open document ID
    1277.62211
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    DOI
    10.1017/S0266466608090245
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    Mathematics Subject Classification ID
    62M10
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    62F03
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    62P20
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    zbMATH DE Number
    5609614
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    OpenAlex ID
    W4235347282
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    • mardi Publication:3181941
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    This page was last edited on 30 July 2024, at 10:55.
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