Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.
| Data(s) |
24/01/2008
24/01/2008
1994
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|---|---|
| Formato |
1374273 bytes application/pdf |
| Identificador |
Ng, S. et Perron, P., «Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.», Cahier de recherche #9423, Département de sciences économiques, Université de Montréal, 1994, 39 pages. |
| Relação |
Cahier de recherche #9423 |
| Palavras-Chave | #ECONOMETRICS #UNIT ROOTS |
| Tipo |
Article |
