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

Pierre Perron () and Serena Ng ()

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

Keywords: UNIT ROOTS; TESTS (search for similar items in EconPapers)
Date: Written 1994
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http://hdl.handle.net/1866/2117 (application/pdf)

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

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