2006•Economics LettersRequires access

A simple modification to improve the finite sample properties of Ng and Perron's unit root tests

Pierre Perrón, Zhongjun Qu

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Key concepts: Unit root, Mathematics, Simple (philosophy), Unit root test, Power (physics), Sample size determination, Selection (genetic algorithm), Point (geometry)

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A simple modification to improve the finite sample properties of Ng and Perron's unit root tests — Research Paper | ScholarLens