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)
Pages: 39 pages
Date: 1994
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Citations: View citations in EconPapers (13)

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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: https://EconPapers.repec.org/RePEc:mtl:montde:9423

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