On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates

Author: Lee Junsoo   Mossi Dante  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.3, Iss.3, 1996-03, pp. : 197-200

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract