Bandwidth selection, prewhitening, and the power of the Phillips-Perron test

Econometric Theory

Volumn 13, Issue 5, 1997, Pages 679-691

  Cheung, Yin Wong ^a,b   Lai, Kon S ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031521107     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006137     Document Type: Article

References (24)

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