Selecting the Lag Length for the M^GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations†

Author： Quineche Ricardo Rodríguez Gabriel

Publisher： MDPI

E-ISSN： 2225-1146|5|2|17-17

ISSN： 2225-1146

Source： Econometrics, Vol.5, Iss.2, 2017-04, pp. : 17-17

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