Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag

Serena Ng () and Pierre Perron ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: ECONOMETRICS; UNIT ROOTS (search for similar items in EconPapers)
Date: Written 1994
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Related works:
Working Paper: Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag (1994)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9423

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