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

By Pierre Perron, Zhongjun Qu. 2007

232 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/39a290ce279883c0bd4311eb30059cb441b8a4c1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

  1. Dukpa Kim
  2. Josep Lluís Carrion‐i‐Silvestre
  3. Pierre Perron
  4. Muhammad Shahbaz
  5. Alan M. Taylor
  6. S. Leybourne
  7. David I. Harvey
  8. Tomoyoshi Yabu

In Management Science and Operations Research

  1. Josep Lluís Carrion‐i‐Silvestre
  2. Dukpa Kim
  3. Pierre Perron
  4. M. Wohar
  5. David E. Rapach

In Statistics and Probability

  1. Dukpa Kim
  2. Josep Lluís Carrion‐i‐Silvestre
  3. Pierre Perron
  4. Muhammad Shahbaz
  5. M. Wohar
  6. Serena Ng
  7. David E. Rapach
  8. Alan M. Taylor

Citations in the corpus