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 Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: econometrics; unit roots (search for similar items in EconPapers)
Pages: 39 pages
Date: 1994
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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:montec:9423

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