A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
type: Item
instance of: scholarly article
title: A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
zbMATH Open document ID: 1255.62277
author: Pierre Perron
author: Zhongjun Qu
published in: Economics Letters
publication date: 2013-01-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6123802
zbMATH Keywords: integrated processes
zbMATH Keywords: truncation lag
zbMATH Keywords: GLS detrending
zbMATH Keywords: information criteria
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.06.009
OpenAlex ID: W2065875419
cites work: Efficient Tests for an Autoregressive Unit Root
cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
DOI: 10.1016/J.ECONLET.2006.06.009
description: scientific article; zbMATH DE number 6123802