Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag
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Bibliographic InfoPaper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9423.
Length: 39 pages
Date of creation: 1994
Date of revision:
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econometrics ; unit roots;
Other versions of this item:
- Ng, S. & Perron, P., 1994. "Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag," Cahiers de recherche 9423, Universite de Montreal, Departement de sciences economiques.
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