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

Pierre Perron and Serena Ng ()

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: unit roots; tests (search for similar items in EconPapers)
Pages: 22 pages
Date: 1994
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Citations: View citations in EconPapers (8)

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Related works:
Journal Article: Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)
Working Paper: Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:9427

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