Bandwidth selection, prewhitening and the power of the Phillips-Perron test
By: Yin-Wong Cheung, Kon S. Lai.
Contributors: Lai, Kon S.; City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Department of Economics and Finance) -- no.104
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1997
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 26
Subjects: Estimation theory.; Econometrics.
Notes: Includes bibliographical references (p10-11).