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Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Title
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Author
Ng, Serena, Perron, Pierre
Date
1997
Genre
working paper
A Note on the Selection of Time Series Models
Title
A Note on the Selection of Time Series Models
Author
Ng, Serena, Perron, Pierre
Date
2001
Genre
working paper