Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.


Autoria(s): Perron, P.; Ng, S.
Data(s)

24/01/2008

24/01/2008

1994

Formato

1520148 bytes

application/pdf

Identificador

Perron, P. et Ng, S., «Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.», Cahier de recherche #9427, Département de sciences économiques, Université de Montréal, 1994, 22 pages.

http://hdl.handle.net/1866/2117

Relação

Cahier de recherche #9427

Palavras-Chave #UNIT ROOTS #TESTS
Tipo

Article