Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
Pierre Perron and
Serena Ng (serena.ng@columbia.edu)
Cahiers de recherche from Universite de Montreal, Departement de sciences economiques
Keywords: UNIT ROOTS; TESTS (search for similar items in EconPapers)
Pages: 22 pages
Date: 1994
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Citations: View citations in EconPapers (17)
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http://hdl.handle.net/1866/2117 (application/pdf)
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:montde:9427
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